0.0%
SHOP vs MP
-17.4%
+17.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.7% |
| 7D | -5.1% | -2.9% | -2.3% | -4.8% |
| 30D | +0.6% | +13.8% | -13.2% | -0.8% |
| 3M | +25.0% | -16.7% | +41.7% | +27.1% |
| 6M | +11.9% | -11.5% | +23.4% | +11.4% |
| YTD | -9.9% | +7.9% | -17.8% | -12.5% |
| 1Y | 0.0% | -15.0% | +15.0% | -1.9% |
| All | 0.0% | -17.4% | +17.3% | -1.9% |
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