-11.0%
SHOP vs MET
+25.8%
-36.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.9% |
| 7D | -13.2% | -2.5% | -10.7% | -11.8% |
| 30D | -17.0% | 0.0% | -17.0% | -16.9% |
| 3M | +17.0% | +13.1% | +3.9% | +8.3% |
| 6M | -2.1% | +39.0% | -41.1% | -22.7% |
| YTD | -21.4% | +25.2% | -46.5% | -32.9% |
| 1Y | -11.0% | +25.6% | -36.6% | -24.6% |
| All | -11.0% | +25.8% | -36.8% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling