+8,355.9%
SHOP vs MLM
+272.6%
+8,083.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -5.2% | -0.9% | -3.5% |
| 7D | -13.9% | -1.2% | -12.6% | -13.2% |
| 30D | -12.6% | +7.9% | -20.5% | -15.9% |
| 3M | -0.3% | -4.5% | +4.1% | +1.7% |
| 6M | +33.6% | -12.6% | +46.2% | +41.8% |
| YTD | -10.7% | -14.9% | +4.2% | -4.4% |
| 1Y | -11.8% | -13.1% | +1.3% | -6.4% |
| 3Y | +133.9% | +21.2% | +112.6% | +110.2% |
| 5Y | -5.9% | +32.0% | -37.9% | -17.7% |
| 10Y | +3,571.8% | +195.3% | +3,376.4% | +2,253.9% |
| All | +8,355.9% | +272.6% | +8,083.3% | +5,201.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling