+1,447.7%
SHOP vs MDB
+892.0%
+555.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.6% | -2.5% | -0.1% |
| 7D | -2.7% | -0.9% | -1.7% | -2.4% |
| 30D | -11.0% | -15.2% | +4.2% | -4.4% |
| 3M | +0.3% | -17.9% | +18.2% | +6.3% |
| 6M | +37.7% | +9.3% | +28.4% | +23.0% |
| YTD | -5.5% | -22.0% | +16.5% | -3.1% |
| 1Y | -0.2% | -9.3% | +9.1% | -6.2% |
| 3Y | +151.9% | -10.4% | +162.3% | +103.0% |
| 5Y | -2.2% | -43.2% | +41.0% | -11.2% |
| All | +1,447.7% | +892.0% | +555.7% | +313.0% |
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