-11.0%
SHOP vs MDY
+13.9%
-24.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.9% |
| 7D | -13.2% | -2.5% | -10.7% | -10.5% |
| 30D | -17.0% | -5.0% | -12.0% | -11.9% |
| 3M | +17.0% | +0.5% | +16.5% | +15.8% |
| 6M | -2.1% | +8.0% | -10.1% | -13.3% |
| YTD | -21.4% | +12.2% | -33.5% | -34.5% |
| 1Y | -11.0% | +14.0% | -25.0% | -26.8% |
| All | -11.0% | +13.9% | -24.9% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1y: compounded portfolio wealth divided by compounded MDY 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…
1y analysis · Full analysis span regression · 6 months rolling