-11.2%
SHOP vs MPWR
+155.3%
-166.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +2.1% |
| 7D | -1.2% | +16.8% | -18.0% | -9.3% |
| 30D | -14.7% | +11.9% | -26.6% | -21.0% |
| 3M | -7.2% | +2.2% | -9.4% | -11.0% |
| 6M | +54.2% | -15.5% | +69.7% | +55.7% |
| YTD | -8.6% | +54.2% | -62.8% | -37.7% |
| 1Y | +0.5% | +51.5% | -50.9% | -30.8% |
| 3Y | +135.9% | +180.2% | -44.3% | -11.2% |
| All | -11.2% | +155.3% | -166.5% | -70.0% |
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