-9.3%
SHOP vs MET
+82.8%
-92.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.2% | -5.4% | -5.8% |
| 7D | -4.1% | +1.1% | -5.2% | -4.9% |
| 30D | -11.5% | -2.3% | -9.2% | -9.8% |
| 3M | +21.1% | +13.9% | +7.2% | +8.8% |
| 6M | +3.0% | +34.8% | -31.8% | -19.7% |
| YTD | -16.7% | +23.5% | -40.2% | -30.3% |
| 1Y | -8.3% | +23.4% | -31.7% | -23.5% |
| 3Y | +112.8% | +64.9% | +48.0% | +45.1% |
| 5Y | -9.3% | +82.0% | -91.3% | -40.2% |
| All | -9.3% | +82.8% | -92.0% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling