+8,434.7%
SHOP vs MTB
+167.2%
+8,267.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -5.1% | +1.7% | -6.8% | -5.6% |
| 30D | +0.6% | -4.2% | +4.8% | +2.0% |
| 3M | +25.0% | +8.9% | +16.2% | +21.5% |
| 6M | +11.9% | +10.9% | +1.0% | +7.9% |
| YTD | -9.9% | +21.5% | -31.3% | -15.7% |
| 1Y | 0.0% | +21.9% | -22.0% | -6.7% |
| 3Y | +117.5% | +109.2% | +8.2% | +75.2% |
| 5Y | -6.6% | +102.0% | -108.6% | -22.7% |
| 10Y | +3,320.3% | +171.9% | +3,148.4% | +2,220.9% |
| All | +8,434.7% | +167.2% | +8,267.5% | +6,445.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling