+3,663.5%
SHOP vs MDT
+61.0%
+3,602.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -2.5% | -3.2% | +0.7% | -0.6% |
| 30D | -16.7% | +10.5% | -27.2% | -21.8% |
| 3M | -2.2% | +13.0% | -15.2% | -9.6% |
| 6M | +45.6% | +38.7% | +6.9% | +17.4% |
| YTD | -7.3% | +8.5% | -15.8% | -13.4% |
| 1Y | -6.1% | +10.0% | -16.1% | -13.2% |
| 3Y | +143.3% | +58.6% | +84.7% | +72.6% |
| 5Y | +0.2% | -0.3% | +0.4% | -4.2% |
| 10Y | +3,663.5% | +61.3% | +3,602.2% | +2,548.4% |
| All | +3,663.5% | +61.0% | +3,602.4% | +2,548.4% |
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