+2,989.4%
SHOP vs MDT
+38.9%
+2,950.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -4.9% | -5.1% |
| 7D | -10.6% | -0.3% | -10.3% | -10.4% |
| 30D | -18.3% | +2.8% | -21.1% | -19.8% |
| 3M | +14.8% | +13.1% | +1.7% | +6.0% |
| 6M | -5.0% | +2.3% | -7.4% | -7.0% |
| YTD | -21.2% | -2.7% | -18.5% | -21.2% |
| 1Y | -11.6% | +0.9% | -12.5% | -13.7% |
| 3Y | +101.2% | +26.8% | +74.4% | +65.6% |
| 5Y | -15.7% | -19.5% | +3.8% | -8.6% |
| 10Y | +2,989.4% | +40.6% | +2,948.8% | +2,274.6% |
| All | +2,989.4% | +38.9% | +2,950.6% | +2,274.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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