-5.9%
SHOP vs MLM
+30.6%
-36.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -5.2% | -0.9% | -1.2% |
| 7D | -13.9% | -1.2% | -12.6% | -12.7% |
| 30D | -12.6% | +7.9% | -20.5% | -19.0% |
| 3M | -0.3% | -4.5% | +4.1% | +3.4% |
| 6M | +33.6% | -12.6% | +46.2% | +48.6% |
| YTD | -10.7% | -14.9% | +4.2% | -0.1% |
| 1Y | -11.8% | -13.1% | +1.3% | -3.4% |
| 3Y | +133.9% | +21.2% | +112.6% | +60.6% |
| 5Y | -5.9% | +32.0% | -37.9% | -42.5% |
| All | -5.9% | +30.6% | -36.6% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling