-12.1%
SHOP vs MPC
+603.7%
-615.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.1% | -2.2% |
| 7D | +2.1% | +9.4% | -7.3% | 0.0% |
| 30D | -16.8% | -13.4% | -3.4% | -14.3% |
| 3M | -2.4% | +18.9% | -21.3% | -7.7% |
| 6M | +47.0% | +64.9% | -17.9% | +25.8% |
| YTD | -8.8% | +156.8% | -165.6% | -34.0% |
| 1Y | -6.3% | +113.2% | -119.4% | -27.6% |
| 3Y | +139.3% | +201.8% | -62.5% | +59.0% |
| 5Y | -12.1% | +601.4% | -613.4% | -55.0% |
| All | -12.1% | +603.7% | -615.8% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling