+3,557.0%
SHOP vs MPC
+1,105.8%
+2,451.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | +2.8% | -8.8% | +11.7% | +4.9% |
| 30D | -14.2% | -14.4% | +0.2% | -11.3% |
| 3M | -5.5% | +21.9% | -27.5% | -11.0% |
| 6M | +32.8% | +60.1% | -27.3% | +15.8% |
| YTD | -8.9% | +142.3% | -151.2% | -29.9% |
| 1Y | -7.7% | +101.7% | -109.4% | -25.4% |
| 3Y | +139.0% | +184.8% | -45.8% | +74.0% |
| 5Y | -0.5% | +564.6% | -565.1% | -42.4% |
| 10Y | +3,557.0% | +1,098.3% | +2,458.7% | +1,800.4% |
| All | +3,557.0% | +1,105.8% | +2,451.3% | +1,800.4% |
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