-14.6%
SHOP vs MCHP
+3.5%
-18.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -4.9% | -5.2% |
| 7D | -10.6% | +0.3% | -11.0% | -10.8% |
| 30D | -18.3% | -9.8% | -8.5% | -13.6% |
| 3M | +14.8% | -19.7% | +34.5% | +25.1% |
| 6M | -5.0% | +13.6% | -18.6% | -20.5% |
| YTD | -21.2% | +16.5% | -37.8% | -36.6% |
| 1Y | -11.6% | +15.7% | -27.3% | -29.4% |
| 3Y | +101.2% | 0.0% | +101.3% | +57.7% |
| All | -14.6% | +3.5% | -18.1% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling