+8,434.7%
SHOP vs MMM
+77.4%
+8,357.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -5.1% | -3.3% | -1.8% | -3.5% |
| 30D | +0.6% | -7.0% | +7.6% | +4.3% |
| 3M | +25.0% | +10.8% | +14.2% | +18.6% |
| 6M | +11.9% | +5.8% | +6.1% | +8.0% |
| YTD | -9.9% | +6.8% | -16.6% | -13.8% |
| 1Y | 0.0% | +10.4% | -10.4% | -6.3% |
| 3Y | +117.5% | +104.7% | +12.8% | +48.6% |
| 5Y | -6.6% | +23.6% | -30.2% | -20.1% |
| 10Y | +3,320.3% | +54.1% | +3,266.2% | +2,369.1% |
| All | +8,434.7% | +77.4% | +8,357.3% | +5,072.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling