+8,534.1%
SHOP vs MTB
+144.9%
+8,389.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | +2.1% | 0.0% | +2.1% | +2.1% |
| 30D | -16.8% | +0.8% | -17.7% | -17.0% |
| 3M | -2.4% | -12.8% | +10.3% | +2.0% |
| 6M | +47.0% | +6.7% | +40.3% | +43.8% |
| YTD | -8.8% | +11.3% | -20.1% | -12.2% |
| 1Y | -6.3% | +20.2% | -26.4% | -11.9% |
| 3Y | +139.3% | +103.8% | +35.5% | +95.2% |
| 5Y | -12.1% | +60.9% | -73.0% | -23.4% |
| 10Y | +3,601.0% | +115.0% | +3,486.0% | +2,704.5% |
| All | +8,534.1% | +144.9% | +8,389.3% | +6,716.3% |
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