+1,367.5%
SHOP vs MGY
+210.8%
+1,156.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.3% | -6.8% | -5.7% |
| 7D | -10.6% | +1.5% | -12.1% | -10.9% |
| 30D | -18.3% | +6.8% | -25.1% | -19.3% |
| 3M | +14.8% | +2.6% | +12.2% | +13.7% |
| 6M | -5.0% | -3.1% | -1.9% | -5.5% |
| YTD | -21.2% | +29.4% | -50.6% | -25.7% |
| 1Y | -11.6% | +22.3% | -33.9% | -16.0% |
| 3Y | +101.2% | +26.6% | +74.7% | +89.3% |
| 5Y | -15.7% | +92.1% | -107.8% | -25.2% |
| All | +1,367.5% | +210.8% | +1,156.6% | +1,171.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 all: compounded portfolio wealth divided by compounded MGY 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…
all analysis · Full analysis span regression · 6 months rolling