+2,941.1%
SHOP vs MCO
+385.7%
+2,555.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +1.3% |
| 7D | -13.2% | -7.3% | -5.9% | -6.3% |
| 30D | -17.0% | -1.7% | -15.3% | -15.5% |
| 3M | +17.0% | +3.9% | +13.1% | +12.5% |
| 6M | -2.1% | +3.8% | -5.9% | -5.7% |
| YTD | -21.4% | -7.9% | -13.4% | -15.3% |
| 1Y | -11.0% | -6.8% | -4.1% | -6.1% |
| 3Y | +100.9% | +40.9% | +60.0% | +42.9% |
| 5Y | -14.7% | +27.5% | -42.2% | -31.2% |
| All | +2,941.1% | +385.7% | +2,555.3% | +818.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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