+1,393.9%
SHOP vs MDB
+929.6%
+464.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | +2.1% | +11.6% | -9.4% | -3.2% |
| 30D | -16.8% | -8.9% | -7.9% | -13.7% |
| 3M | -2.4% | -22.4% | +20.0% | +6.5% |
| 6M | +47.0% | +10.1% | +37.0% | +31.0% |
| YTD | -8.8% | -19.0% | +10.2% | -8.2% |
| 1Y | -6.3% | -7.0% | +0.7% | -13.0% |
| 3Y | +139.3% | -9.8% | +149.1% | +92.6% |
| 5Y | -12.1% | -40.1% | +28.0% | -22.5% |
| All | +1,393.9% | +929.6% | +464.3% | +291.4% |
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