-12.1%
SHOP vs MPWR
+170.0%
-182.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.5% | -0.6% |
| 7D | +2.1% | +27.9% | -25.8% | -10.3% |
| 30D | -16.8% | +9.7% | -26.5% | -22.2% |
| 3M | -2.4% | +1.7% | -4.1% | -6.2% |
| 6M | +47.0% | -9.2% | +56.3% | +43.0% |
| YTD | -8.8% | +60.5% | -69.3% | -39.0% |
| 1Y | -6.3% | +52.0% | -58.3% | -35.3% |
| 3Y | +139.3% | +193.1% | -53.9% | -12.0% |
| 5Y | -12.1% | +167.3% | -179.3% | -70.9% |
| All | -12.1% | +170.0% | -182.1% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 MPWR 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