-4.9%
SHOP vs MPC
+122.9%
-127.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -8.1% | +15.4% | +5.2% |
| 7D | -9.0% | -10.9% | +1.9% | -11.4% |
| 30D | -4.4% | -9.4% | +5.0% | -6.3% |
| 3M | +24.1% | +26.0% | -1.8% | +30.7% |
| 6M | +20.0% | +56.5% | -36.5% | +31.2% |
| YTD | -4.9% | +144.3% | -149.2% | +9.8% |
| 1Y | -4.9% | +117.2% | -122.2% | +8.5% |
| All | -4.9% | +122.9% | -127.8% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 1y: compounded portfolio wealth divided by compounded MPC 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…
1y analysis · Full analysis span regression · 6 months rolling