+60.4%
SHOP vs MP
+450.8%
-390.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.9% |
| 7D | -5.1% | -2.9% | -2.3% | -4.5% |
| 30D | +0.6% | +13.8% | -13.2% | -2.6% |
| 3M | +25.0% | -16.7% | +41.7% | +28.8% |
| 6M | +11.9% | -11.5% | +23.4% | +11.8% |
| YTD | -9.9% | +7.9% | -17.8% | -15.4% |
| 1Y | 0.0% | -15.0% | +15.0% | -3.4% |
| 3Y | +117.5% | +153.5% | -36.0% | +31.9% |
| 5Y | -6.6% | +58.7% | -65.3% | -33.2% |
| All | +60.4% | +450.8% | -390.5% | +14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling