-8.3%
SHOP vs MMM
+10.4%
-18.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.6% | -7.0% | -7.4% |
| 7D | -4.1% | -1.6% | -2.5% | -3.6% |
| 30D | -11.5% | -8.0% | -3.5% | -9.5% |
| 3M | +21.1% | +9.4% | +11.7% | +19.4% |
| 6M | +3.0% | +10.2% | -7.2% | +1.3% |
| YTD | -16.7% | +6.1% | -22.8% | -16.9% |
| 1Y | -8.3% | +10.8% | -19.1% | -9.6% |
| All | -8.3% | +10.4% | -18.6% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 1y: compounded portfolio wealth divided by compounded MMM 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…
1y analysis · Full analysis span regression · 6 months rolling