+62.0%
SHOP vs MP
+268.3%
-206.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.0% | -4.5% | -2.2% |
| 7D | +2.8% | -3.6% | +6.5% | +3.6% |
| 30D | -14.2% | -21.0% | +6.8% | -9.7% |
| 3M | -5.5% | -33.3% | +27.8% | +3.1% |
| 6M | +32.8% | -45.9% | +78.7% | +49.8% |
| YTD | -8.9% | -27.8% | +18.9% | -6.5% |
| 1Y | -7.7% | -43.2% | +35.5% | 0.0% |
| 3Y | +139.0% | +144.0% | -5.0% | +39.4% |
| 5Y | -0.5% | -6.1% | +5.6% | -20.5% |
| All | +62.0% | +268.3% | -206.2% | +26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling