-4.9%
SHOP vs MDB
-8.5%
+3.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.1% | +9.4% | +8.0% |
| 7D | -9.0% | -16.5% | +7.5% | -3.6% |
| 30D | -4.4% | -8.6% | +4.2% | -2.0% |
| 3M | +24.1% | -13.6% | +37.7% | +26.7% |
| 6M | +20.0% | +24.1% | -4.1% | +5.0% |
| YTD | -4.9% | -21.8% | +16.8% | -4.7% |
| 1Y | -4.9% | -7.7% | +2.8% | -9.9% |
| All | -4.9% | -8.5% | +3.6% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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