-2.9%
SHOP vs MLM
+23.5%
-26.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.8% | +5.4% | +5.3% |
| 7D | -5.4% | -4.1% | -1.3% | -1.5% |
| 30D | -10.3% | +8.2% | -18.5% | -17.2% |
| 3M | +1.0% | -3.6% | +4.6% | +3.8% |
| 6M | +41.2% | -15.6% | +56.8% | +62.4% |
| YTD | -7.5% | -16.4% | +8.9% | +5.3% |
| 1Y | -4.6% | -14.3% | +9.8% | +5.8% |
| 3Y | +146.4% | +19.3% | +127.1% | +71.1% |
| All | -2.9% | +23.5% | -26.4% | -37.5% |
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