+8,680.0%
SHOP vs MPC
+978.9%
+7,701.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.4% | -1.6% | +0.9% |
| 7D | -2.5% | +2.6% | -5.1% | -3.1% |
| 30D | -16.7% | -12.2% | -4.5% | -14.3% |
| 3M | -2.2% | +20.1% | -22.3% | -7.8% |
| 6M | +45.6% | +60.6% | -15.0% | +26.0% |
| YTD | -7.3% | +150.6% | -157.9% | -30.3% |
| 1Y | -6.1% | +104.7% | -110.7% | -25.3% |
| 3Y | +143.3% | +194.5% | -51.2% | +72.5% |
| 5Y | +0.2% | +582.3% | -582.1% | -44.6% |
| 10Y | +3,663.5% | +1,135.3% | +2,528.2% | +1,477.3% |
| All | +8,680.0% | +978.9% | +7,701.1% | +3,732.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling