-8.3%
SHOP vs MDB
+9.1%
-17.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.5% | -4.1% | -6.4% |
| 7D | -4.1% | -18.0% | +13.9% | +2.3% |
| 30D | -11.5% | -10.7% | -0.8% | -8.8% |
| 3M | +21.1% | +1.0% | +20.1% | +18.2% |
| 6M | +3.0% | +31.6% | -28.6% | -10.8% |
| YTD | -16.7% | -15.2% | -1.5% | -16.7% |
| 1Y | -8.3% | +10.1% | -18.4% | -15.2% |
| All | -8.3% | +9.1% | -17.4% | -15.2% |
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