+135.9%
SHOP vs MMM
+158.4%
-22.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.7% |
| 7D | -1.2% | -0.4% | -0.8% | -1.1% |
| 30D | -14.7% | +12.1% | -26.9% | -18.9% |
| 3M | -7.2% | +1.4% | -8.6% | -7.9% |
| 6M | +54.2% | +26.6% | +27.6% | +38.5% |
| YTD | -8.6% | +16.8% | -25.4% | -15.5% |
| 1Y | +0.5% | +10.1% | -9.6% | -4.2% |
| 3Y | +135.9% | +158.4% | -22.5% | +86.1% |
| All | +135.9% | +158.4% | -22.4% | +86.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling