+146.4%
SHOP vs MP
+114.3%
+32.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.9% | -1.4% | +3.0% |
| 7D | -5.4% | -10.5% | +5.1% | -4.3% |
| 30D | -10.3% | -23.5% | +13.2% | -7.7% |
| 3M | +1.0% | -25.4% | +26.4% | +4.2% |
| 6M | +41.2% | -51.3% | +92.5% | +51.7% |
| YTD | -7.5% | -29.9% | +22.4% | -5.6% |
| 1Y | -4.6% | -31.8% | +27.3% | -2.4% |
| 3Y | +146.4% | +127.0% | +19.4% | +91.7% |
| All | +146.4% | +114.3% | +32.1% | +91.7% |
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 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