+2,989.4%
SHOP vs MTB
+172.8%
+2,816.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.4% |
| 7D | -10.6% | +1.1% | -11.7% | -10.9% |
| 30D | -18.3% | -4.6% | -13.7% | -17.1% |
| 3M | +14.8% | +6.3% | +8.6% | +12.7% |
| 6M | -5.0% | +15.6% | -20.6% | -9.4% |
| YTD | -21.2% | +20.6% | -41.8% | -25.8% |
| 1Y | -11.6% | +22.5% | -34.1% | -17.2% |
| 3Y | +101.2% | +114.4% | -13.2% | +64.2% |
| 5Y | -15.7% | +101.9% | -117.6% | -28.6% |
| 10Y | +2,989.4% | +170.4% | +2,819.0% | +2,498.0% |
| All | +2,989.4% | +172.8% | +2,816.6% | +2,498.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling