+8,434.7%
SHOP vs MAR
+363.4%
+8,071.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -5.1% | -4.2% | -1.0% | -2.9% |
| 30D | +0.6% | -6.7% | +7.3% | +4.2% |
| 3M | +25.0% | -12.5% | +37.5% | +33.9% |
| 6M | +11.9% | +0.6% | +11.3% | +10.9% |
| YTD | -9.9% | +9.1% | -19.0% | -14.4% |
| 1Y | 0.0% | +26.2% | -26.3% | -12.7% |
| 3Y | +117.5% | +68.2% | +49.3% | +68.2% |
| 5Y | -6.6% | +163.9% | -170.6% | -38.3% |
| 10Y | +3,320.3% | +420.6% | +2,899.8% | +1,424.8% |
| All | +8,434.7% | +363.4% | +8,071.3% | +3,115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling