+1,264.9%
SHOP vs MDB
+978.8%
+286.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.5% | -4.1% | -5.9% |
| 7D | -4.1% | -18.0% | +13.9% | +4.9% |
| 30D | -11.5% | -10.7% | -0.8% | -7.7% |
| 3M | +21.1% | +1.0% | +20.1% | +17.3% |
| 6M | +3.0% | +31.6% | -28.6% | -14.1% |
| YTD | -16.7% | -15.2% | -1.5% | -15.9% |
| 1Y | -8.3% | +10.1% | -18.4% | -20.0% |
| 3Y | +112.8% | -5.6% | +118.5% | +70.6% |
| 5Y | -9.3% | -24.5% | +15.3% | -27.2% |
| All | +1,264.9% | +978.8% | +286.1% | +258.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling