+112.8%
SHOP vs MDT
+28.1%
+84.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.9% | -5.7% | -6.8% |
| 7D | -4.1% | +0.4% | -4.5% | -4.2% |
| 30D | -11.5% | +6.0% | -17.5% | -13.8% |
| 3M | +21.1% | +15.5% | +5.5% | +13.6% |
| 6M | +3.0% | +3.4% | -0.4% | +1.8% |
| YTD | -16.7% | -2.2% | -14.5% | -16.4% |
| 1Y | -8.3% | +2.6% | -10.9% | -10.3% |
| 3Y | +112.8% | +27.5% | +85.3% | +64.1% |
| All | +112.8% | +28.1% | +84.7% | +64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling