-4.9%
SHOP vs MCHP
+25.9%
-30.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -3.3% | +10.6% | +7.5% |
| 7D | -9.0% | -5.4% | -3.6% | -8.7% |
| 30D | -4.4% | -7.5% | +3.1% | -4.0% |
| 3M | +24.1% | -6.0% | +30.2% | +24.1% |
| 6M | +20.0% | -20.1% | +40.0% | +21.1% |
| YTD | -4.9% | +20.2% | -25.2% | -16.6% |
| 1Y | -4.9% | +29.9% | -34.9% | -19.8% |
| All | -4.9% | +25.9% | -30.9% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 1y: compounded portfolio wealth divided by compounded MCHP 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…
1y analysis · Full analysis span regression · 6 months rolling