+2,945.6%
SHOP vs MET
+244.1%
+2,701.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.5% |
| 7D | -10.6% | -0.8% | -9.9% | -10.2% |
| 30D | -18.3% | -1.4% | -16.9% | -17.7% |
| 3M | +14.8% | +12.5% | +2.3% | +8.5% |
| 6M | -5.0% | +37.1% | -42.1% | -18.4% |
| YTD | -21.2% | +23.8% | -45.0% | -28.9% |
| 1Y | -11.6% | +24.1% | -35.7% | -20.5% |
| 3Y | +101.2% | +65.2% | +36.0% | +64.0% |
| 5Y | -15.7% | +82.3% | -98.0% | -33.0% |
| All | +2,945.6% | +244.1% | +2,701.5% | +1,848.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 10y: compounded portfolio wealth divided by compounded MET 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…
10y analysis · Full analysis span regression · 6 months rolling