-11.2%
SHOP vs MDY
+34.6%
-45.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.4% |
| 7D | -1.2% | +2.3% | -3.5% | -5.2% |
| 30D | -14.7% | +2.0% | -16.7% | -17.7% |
| 3M | -7.2% | -5.6% | -1.6% | +3.2% |
| 6M | +54.2% | +1.3% | +52.9% | +49.6% |
| YTD | -8.6% | +12.3% | -21.0% | -27.8% |
| 1Y | +0.5% | +15.8% | -15.3% | -25.1% |
| 3Y | +135.9% | +56.5% | +79.5% | -1.6% |
| All | -11.2% | +34.6% | -45.8% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling