+3,772.8%
SHOP vs MET
+195.0%
+3,577.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.2% |
| 7D | +2.1% | +2.1% | 0.0% | +1.0% |
| 30D | -16.8% | +1.8% | -18.7% | -17.6% |
| 3M | -2.4% | +6.0% | -8.4% | -5.2% |
| 6M | +47.0% | +31.1% | +15.9% | +28.5% |
| YTD | -8.8% | +32.6% | -41.4% | -20.7% |
| 1Y | -6.3% | +30.5% | -36.7% | -17.9% |
| 3Y | +139.3% | +83.6% | +55.7% | +84.5% |
| 5Y | -12.1% | +84.2% | -96.3% | -31.7% |
| All | +3,772.8% | +195.0% | +3,577.8% | +2,273.1% |
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