+3,259.3%
SHOP vs MLM
+199.9%
+3,059.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -1.1% |
| 7D | -5.1% | -2.9% | -2.2% | -3.6% |
| 30D | +0.6% | -6.8% | +7.4% | +4.2% |
| 3M | +25.0% | -11.2% | +36.3% | +32.5% |
| 6M | +11.9% | -21.8% | +33.7% | +25.9% |
| YTD | -9.9% | -17.0% | +7.1% | -1.9% |
| 1Y | 0.0% | -16.4% | +16.3% | +8.3% |
| 3Y | +117.5% | +14.5% | +103.0% | +100.3% |
| 5Y | -6.6% | +41.7% | -48.4% | -20.3% |
| All | +3,259.3% | +199.9% | +3,059.4% | +2,145.0% |
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