-4.9%
SHOP vs MP
-35.7%
+30.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -5.1% | +12.4% | +8.1% |
| 7D | -9.0% | -12.5% | +3.5% | -7.2% |
| 30D | -4.4% | -23.3% | +18.9% | -0.8% |
| 3M | +24.1% | -24.4% | +48.5% | +29.0% |
| 6M | +20.0% | -45.8% | +65.7% | +29.5% |
| YTD | -4.9% | -28.9% | +24.0% | -5.5% |
| 1Y | -4.9% | -34.6% | +29.7% | -4.7% |
| All | -4.9% | -35.7% | +30.8% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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