+58.9%
SHOP vs MP
+240.8%
-181.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -6.0% | 0.0% | -4.7% |
| 7D | -13.9% | -19.0% | +5.1% | -9.6% |
| 30D | -12.6% | -30.5% | +17.9% | -5.2% |
| 3M | -0.3% | -29.6% | +29.2% | +7.3% |
| 6M | +33.6% | -50.4% | +84.0% | +53.5% |
| YTD | -10.7% | -33.2% | +22.5% | -6.7% |
| 1Y | -11.8% | -38.6% | +26.8% | -6.5% |
| 3Y | +133.9% | +105.5% | +28.4% | +43.5% |
| 5Y | -5.9% | -7.8% | +1.9% | -24.2% |
| All | +58.9% | +240.8% | -181.9% | +26.7% |
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 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