+3,772.8%
SHOP vs MLM
+140.0%
+3,632.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.0% |
| 7D | +2.1% | -2.0% | +4.1% | +3.2% |
| 30D | -16.8% | +9.5% | -26.4% | -20.9% |
| 3M | -2.4% | -4.7% | +2.3% | -0.1% |
| 6M | +47.0% | -10.7% | +57.7% | +54.9% |
| YTD | -8.8% | -16.6% | +7.7% | -1.0% |
| 1Y | -6.3% | -15.4% | +9.1% | +1.1% |
| 3Y | +139.3% | +15.9% | +123.4% | +117.5% |
| 5Y | -12.1% | +27.1% | -39.2% | -23.4% |
| All | +3,772.8% | +140.0% | +3,632.9% | +2,488.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling