+7,788.2%
SHOP vs MCO
+390.6%
+7,397.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.5% | -5.1% | -5.2% |
| 7D | -4.1% | -2.7% | -1.4% | -1.4% |
| 30D | -11.5% | +0.9% | -12.5% | -12.2% |
| 3M | +21.1% | +8.7% | +12.4% | +11.6% |
| 6M | +3.0% | +2.4% | +0.6% | +0.6% |
| YTD | -16.7% | -5.2% | -11.5% | -12.9% |
| 1Y | -8.3% | -4.4% | -3.9% | -5.8% |
| 3Y | +112.8% | +45.1% | +67.7% | +49.2% |
| 5Y | -9.3% | +31.5% | -40.7% | -27.8% |
| 10Y | +3,003.4% | +380.7% | +2,622.7% | +803.3% |
| All | +7,788.2% | +390.6% | +7,397.6% | +2,212.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling