+11.9%
SHOP vs MDB
+44.2%
-32.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.5% | +0.9% |
| 7D | -5.1% | -17.4% | +12.3% | +1.3% |
| 30D | +0.6% | -2.0% | +2.6% | -0.3% |
| 3M | +25.0% | -3.0% | +28.0% | +24.0% |
| 6M | +11.9% | +48.7% | -36.8% | -17.0% |
| All | +11.9% | +44.2% | -32.3% | -17.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling