+3,663.5%
SHOP vs MPC
+1,145.2%
+2,518.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.4% | -1.6% | +1.0% |
| 7D | -2.5% | +2.6% | -5.1% | -3.0% |
| 30D | -16.7% | -12.2% | -4.5% | -14.5% |
| 3M | -2.2% | +20.1% | -22.3% | -7.5% |
| 6M | +45.6% | +60.6% | -15.0% | +27.1% |
| YTD | -7.3% | +150.6% | -157.9% | -29.2% |
| 1Y | -6.1% | +104.7% | -110.7% | -24.3% |
| 3Y | +143.3% | +194.5% | -51.2% | +75.8% |
| 5Y | +0.2% | +582.3% | -582.1% | -42.4% |
| 10Y | +3,663.5% | +1,135.3% | +2,528.2% | +1,839.4% |
| All | +3,663.5% | +1,145.2% | +2,518.3% | +1,839.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling