+8,434.7%
SHOP vs MCHP
+283.7%
+8,151.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -2.0% | -1.4% |
| 7D | -5.1% | +1.7% | -6.8% | -6.0% |
| 30D | +0.6% | -4.1% | +4.7% | +1.9% |
| 3M | +25.0% | -22.5% | +47.6% | +39.0% |
| 6M | +11.9% | +7.3% | +4.6% | -1.4% |
| YTD | -9.9% | +18.4% | -28.2% | -26.6% |
| 1Y | 0.0% | +18.1% | -18.2% | -19.4% |
| 3Y | +117.5% | -2.8% | +120.3% | +81.2% |
| 5Y | -6.6% | +5.5% | -12.1% | -24.7% |
| 10Y | +3,320.3% | +185.8% | +3,134.5% | +1,228.9% |
| All | +8,434.7% | +283.7% | +8,151.0% | +2,610.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling