-11.2%
SHOP vs MP
-13.0%
+1.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -0.7% |
| 7D | -1.2% | +9.5% | -10.7% | -3.5% |
| 30D | -14.7% | -3.0% | -11.8% | -14.3% |
| 3M | -7.2% | -30.4% | +23.1% | +1.0% |
| 6M | +54.2% | -39.2% | +93.4% | +70.7% |
| YTD | -8.6% | -23.3% | +14.7% | -7.8% |
| 1Y | +0.5% | -32.6% | +33.2% | +4.6% |
| 3Y | +135.9% | +159.3% | -23.3% | +9.8% |
| All | -11.2% | -13.0% | +1.8% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling