-14.7%
SHOP vs MKTX
-60.6%
+45.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -13.2% | -0.2% | -13.1% | -13.2% |
| 30D | -17.0% | +0.8% | -17.9% | -17.3% |
| 3M | +17.0% | +41.1% | -24.1% | +1.8% |
| 6M | -2.1% | -9.5% | +7.4% | +1.4% |
| YTD | -21.4% | -8.7% | -12.7% | -19.0% |
| 1Y | -11.0% | -10.0% | -1.0% | -8.3% |
| 3Y | +100.9% | -24.6% | +125.5% | +96.7% |
| 5Y | -14.7% | -60.3% | +45.6% | +15.0% |
| All | -14.7% | -60.6% | +45.9% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling