-11.2%
SHOP vs MMM
+42.8%
-54.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.8% |
| 7D | -1.2% | -0.4% | -0.8% | -1.0% |
| 30D | -14.7% | +12.1% | -26.9% | -20.3% |
| 3M | -7.2% | +1.4% | -8.6% | -8.2% |
| 6M | +54.2% | +26.6% | +27.6% | +33.3% |
| YTD | -8.6% | +16.8% | -25.4% | -18.1% |
| 1Y | +0.5% | +10.1% | -9.6% | -6.4% |
| 3Y | +135.9% | +158.4% | -22.5% | +21.9% |
| All | -11.2% | +42.8% | -54.0% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling