-4.9%
SHOP vs MKTX
+5.4%
-10.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.4% | +7.3% |
| 7D | -9.0% | +0.5% | -9.5% | -9.1% |
| 30D | -4.4% | +1.0% | -5.4% | -4.5% |
| 3M | +24.1% | +2.5% | +21.6% | +24.0% |
| 6M | +20.0% | +8.0% | +11.9% | +27.3% |
| YTD | -4.9% | -7.3% | +2.3% | +1.3% |
| 1Y | -4.9% | +4.7% | -9.6% | +1.4% |
| All | -4.9% | +5.4% | -10.3% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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