-11.2%
SHOP vs MDB
-41.3%
+30.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.9% | +1.0% |
| 7D | -1.2% | +6.8% | -8.1% | -4.4% |
| 30D | -14.7% | -6.2% | -8.5% | -12.8% |
| 3M | -7.2% | -29.2% | +22.0% | +5.8% |
| 6M | +54.2% | +10.3% | +43.9% | +37.1% |
| YTD | -8.6% | -20.4% | +11.7% | -7.2% |
| 1Y | +0.5% | -4.8% | +5.3% | -8.0% |
| 3Y | +135.9% | -11.6% | +147.5% | +91.5% |
| All | -11.2% | -41.3% | +30.1% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling