-9.3%
SHOP vs MTB
+102.5%
-111.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.6% | -7.0% | -7.2% |
| 7D | -4.1% | +2.8% | -6.9% | -5.6% |
| 30D | -11.5% | -4.2% | -7.3% | -9.2% |
| 3M | +21.1% | +7.8% | +13.3% | +15.4% |
| 6M | +3.0% | +14.8% | -11.8% | -6.1% |
| YTD | -16.7% | +20.8% | -37.5% | -26.5% |
| 1Y | -8.3% | +23.1% | -31.4% | -20.3% |
| 3Y | +112.8% | +114.8% | -2.0% | +33.3% |
| 5Y | -9.3% | +103.3% | -112.5% | -36.2% |
| All | -9.3% | +102.5% | -111.7% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling