-2.2%
SHOP vs MP
-8.1%
+5.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.6% | -4.5% | +0.4% |
| 7D | -2.7% | -1.6% | -1.1% | -2.4% |
| 30D | -11.0% | -18.2% | +7.2% | -6.6% |
| 3M | +0.3% | -26.1% | +26.5% | +7.6% |
| 6M | +37.7% | -44.0% | +81.7% | +56.2% |
| YTD | -5.5% | -25.3% | +19.7% | -4.0% |
| 1Y | -0.2% | -35.6% | +35.4% | +5.2% |
| 3Y | +151.9% | +147.1% | +4.8% | +18.6% |
| 5Y | -2.2% | -11.3% | +9.1% | -24.0% |
| All | -2.2% | -8.1% | +5.9% | -24.0% |
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