+137.9%
SHOP vs MP
+104.2%
+33.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -6.0% | 0.0% | -5.4% |
| 7D | -13.9% | -19.0% | +5.1% | -11.8% |
| 30D | -12.6% | -30.5% | +17.9% | -9.0% |
| 3M | -0.3% | -29.6% | +29.2% | +3.5% |
| 6M | +33.6% | -50.4% | +84.0% | +43.1% |
| YTD | -10.7% | -33.2% | +22.5% | -8.3% |
| 1Y | -11.8% | -38.6% | +26.8% | -8.7% |
| All | +137.9% | +104.2% | +33.6% | +86.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling