-15.7%
SHOP vs MDY
+45.8%
-61.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.4% | -3.5% |
| 7D | -10.6% | -0.8% | -9.9% | -9.2% |
| 30D | -18.3% | -3.9% | -14.4% | -12.1% |
| 3M | +14.8% | 0.0% | +14.9% | +14.4% |
| 6M | -5.0% | +8.5% | -13.6% | -19.5% |
| YTD | -21.2% | +13.2% | -34.5% | -38.6% |
| 1Y | -11.6% | +15.0% | -26.6% | -32.8% |
| 3Y | +101.2% | +49.6% | +51.6% | -6.3% |
| 5Y | -15.7% | +46.0% | -61.7% | -55.0% |
| All | -15.7% | +45.8% | -61.5% | -55.0% |
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