+64.6%
SHOP vs MP
+257.7%
-193.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.9% | -1.4% | +2.4% |
| 7D | -5.4% | -10.5% | +5.1% | -3.0% |
| 30D | -10.3% | -23.5% | +13.2% | -4.8% |
| 3M | +1.0% | -25.4% | +26.4% | +7.4% |
| 6M | +41.2% | -51.3% | +92.5% | +63.2% |
| YTD | -7.5% | -29.9% | +22.4% | -4.4% |
| 1Y | -4.6% | -31.8% | +27.3% | -1.4% |
| 3Y | +146.4% | +127.0% | +19.4% | +46.9% |
| 5Y | -2.5% | -3.3% | +0.7% | -22.3% |
| All | +64.6% | +257.7% | -193.1% | +29.8% |
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