+151.9%
SHOP vs MET
+85.5%
+66.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.5% | -1.3% | -0.8% |
| 7D | -2.7% | +1.3% | -4.0% | -3.7% |
| 30D | -11.0% | +4.0% | -15.0% | -14.1% |
| 3M | +0.3% | +4.6% | -4.3% | -3.8% |
| 6M | +37.7% | +32.8% | +4.9% | +5.8% |
| YTD | -5.5% | +32.3% | -37.8% | -27.5% |
| 1Y | -0.2% | +37.1% | -37.4% | -26.2% |
| 3Y | +151.9% | +86.8% | +65.0% | +56.5% |
| All | +151.9% | +85.5% | +66.4% | +56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling