+7,358.2%
SHOP vs MKTX
+104.5%
+7,253.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.4% | -5.4% |
| 7D | -10.6% | +0.3% | -10.9% | -10.7% |
| 30D | -18.3% | +1.0% | -19.2% | -18.6% |
| 3M | +14.8% | +40.8% | -26.0% | -3.4% |
| 6M | -5.0% | -10.9% | +5.9% | -2.2% |
| YTD | -21.2% | -8.6% | -12.6% | -20.0% |
| 1Y | -11.6% | -11.6% | 0.0% | -9.5% |
| 3Y | +101.2% | -24.5% | +125.8% | +101.1% |
| 5Y | -15.7% | -60.7% | +45.0% | +18.7% |
| 10Y | +2,989.4% | +5.1% | +2,984.3% | +3,091.8% |
| All | +7,358.2% | +104.5% | +7,253.7% | +8,489.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling