+3,781.0%
SHOP vs MCHP
+134.0%
+3,647.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.6% |
| 7D | -1.2% | +5.7% | -6.9% | -4.3% |
| 30D | -14.7% | -13.4% | -1.3% | -9.1% |
| 3M | -7.2% | -20.1% | +12.9% | +2.8% |
| 6M | +54.2% | -35.5% | +89.7% | +84.2% |
| YTD | -8.6% | -1.6% | -7.1% | -19.3% |
| 1Y | +0.5% | +15.5% | -15.0% | -20.5% |
| 3Y | +135.9% | -13.2% | +149.1% | +101.9% |
| 5Y | -11.9% | -17.5% | +5.6% | -20.3% |
| All | +3,781.0% | +134.0% | +3,647.0% | +1,656.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling