-5.6%
SHOP vs MP
+58.1%
-63.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.9% |
| 7D | -5.1% | -2.9% | -2.3% | -4.4% |
| 30D | +0.6% | +13.8% | -13.2% | -3.0% |
| 3M | +25.0% | -16.7% | +41.7% | +29.3% |
| 6M | +11.9% | -11.5% | +23.4% | +11.7% |
| YTD | -9.9% | +7.9% | -17.8% | -16.3% |
| 1Y | 0.0% | -15.0% | +15.0% | -4.3% |
| 3Y | +117.5% | +153.5% | -36.0% | +15.0% |
| All | -5.6% | +58.1% | -63.6% | -37.2% |
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