+3,781.0%
SHOP vs MDT
+62.9%
+3,718.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.6% | -0.9% |
| 7D | -1.2% | +1.0% | -2.3% | -1.8% |
| 30D | -14.7% | +9.2% | -23.9% | -19.3% |
| 3M | -7.2% | +14.5% | -21.7% | -14.9% |
| 6M | +54.2% | +37.3% | +16.9% | +25.4% |
| YTD | -8.6% | +9.8% | -18.4% | -15.3% |
| 1Y | +0.5% | +10.5% | -10.0% | -7.2% |
| 3Y | +135.9% | +57.4% | +78.5% | +68.6% |
| 5Y | -11.9% | +1.2% | -13.1% | -16.5% |
| All | +3,781.0% | +62.9% | +3,718.1% | +2,570.0% |
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