-4.6%
SHOP vs MPC
+102.0%
-106.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +3.3% |
| 7D | -5.4% | -16.2% | +10.7% | -9.2% |
| 30D | -10.3% | -15.7% | +5.4% | -13.6% |
| 3M | +1.0% | +24.9% | -23.9% | +5.5% |
| 6M | +41.2% | +52.7% | -11.4% | +51.9% |
| YTD | -7.5% | +131.9% | -139.3% | +2.9% |
| 1Y | -4.6% | +96.6% | -101.2% | +6.9% |
| All | -4.6% | +102.0% | -106.6% | +6.9% |
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