+3,291.5%
SHOP vs MPC
+1,119.4%
+2,172.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -5.1% | +5.4% | -10.5% | -6.4% |
| 30D | +0.6% | +31.0% | -30.4% | -6.1% |
| 3M | +25.0% | +46.0% | -21.0% | +13.0% |
| 6M | +11.9% | +77.3% | -65.4% | -4.9% |
| YTD | -9.9% | +141.9% | -151.8% | -29.8% |
| 1Y | 0.0% | +120.9% | -121.0% | -20.5% |
| 3Y | +117.5% | +182.7% | -65.2% | +60.1% |
| 5Y | -6.6% | +646.4% | -653.1% | -46.8% |
| All | +3,291.5% | +1,119.4% | +2,172.1% | +1,630.1% |
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