-11.2%
SHOP vs MCHP
+17.6%
-28.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -1.9% | +1.3% |
| 7D | -11.2% | 0.0% | -11.3% | -11.2% |
| 30D | -14.4% | -6.0% | -8.3% | -13.8% |
| 3M | +16.6% | -19.7% | +36.3% | +19.1% |
| 6M | -0.6% | +14.0% | -14.6% | -11.3% |
| YTD | -20.0% | +18.4% | -38.4% | -31.0% |
| 1Y | -11.2% | +17.1% | -28.3% | -21.9% |
| All | -11.2% | +17.6% | -28.8% | -21.9% |
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