+8,434.7%
SHOP vs MPWR
+2,402.3%
+6,032.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -1.0% |
| 7D | -5.1% | -2.6% | -2.5% | -3.7% |
| 30D | +0.6% | -9.0% | +9.6% | +5.5% |
| 3M | +25.0% | -25.8% | +50.9% | +41.5% |
| 6M | +11.9% | +11.8% | +0.2% | -5.3% |
| YTD | -9.9% | +35.5% | -45.4% | -33.5% |
| 1Y | 0.0% | +45.3% | -45.4% | -30.1% |
| 3Y | +117.5% | +138.5% | -21.0% | -7.7% |
| 5Y | -6.6% | +152.8% | -159.4% | -63.6% |
| 10Y | +3,320.3% | +1,616.6% | +1,703.7% | +230.7% |
| All | +8,434.7% | +2,402.3% | +6,032.4% | +548.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling