+8,434.7%
SHOP vs MPC
+941.6%
+7,493.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -5.1% | +5.4% | -10.5% | -6.5% |
| 30D | +0.6% | +31.0% | -30.4% | -6.6% |
| 3M | +25.0% | +46.0% | -21.0% | +12.2% |
| 6M | +11.9% | +77.3% | -65.4% | -5.9% |
| YTD | -9.9% | +141.9% | -151.8% | -30.9% |
| 1Y | 0.0% | +120.9% | -121.0% | -21.6% |
| 3Y | +117.5% | +182.7% | -65.2% | +57.0% |
| 5Y | -6.6% | +646.4% | -653.1% | -49.1% |
| 10Y | +3,320.3% | +1,138.7% | +2,181.6% | +1,334.8% |
| All | +8,434.7% | +941.6% | +7,493.1% | +3,695.0% |
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 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