-9.3%
SHOP vs MDT
-19.6%
+10.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.9% | -5.7% | -6.4% |
| 7D | -4.1% | +0.4% | -4.5% | -4.2% |
| 30D | -11.5% | +6.0% | -17.5% | -15.0% |
| 3M | +21.1% | +15.5% | +5.5% | +9.6% |
| 6M | +3.0% | +3.4% | -0.4% | +0.4% |
| YTD | -16.7% | -2.2% | -14.5% | -16.6% |
| 1Y | -8.3% | +2.6% | -10.9% | -11.7% |
| 3Y | +112.8% | +27.5% | +85.3% | +65.8% |
| 5Y | -9.3% | -20.1% | +10.8% | -10.5% |
| All | -9.3% | -19.6% | +10.4% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling