+11.9%
SHOP vs MDT
-0.9%
+12.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -0.9% |
| 7D | -5.1% | +3.2% | -8.3% | -5.9% |
| 30D | +0.6% | +9.5% | -8.9% | -2.5% |
| 3M | +25.0% | +16.0% | +9.1% | +18.9% |
| 6M | +11.9% | +0.2% | +11.7% | +29.9% |
| All | +11.9% | -0.9% | +12.8% | +29.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling