+8,552.4%
SHOP vs MTB
+146.4%
+8,406.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -1.2% | +1.5% | -2.8% | -1.7% |
| 30D | -14.7% | +2.3% | -17.1% | -15.3% |
| 3M | -7.2% | -12.1% | +4.9% | -3.2% |
| 6M | +54.2% | +9.8% | +44.4% | +49.4% |
| YTD | -8.6% | +12.0% | -20.6% | -12.2% |
| 1Y | +0.5% | +22.0% | -21.5% | -6.0% |
| 3Y | +135.9% | +107.6% | +28.3% | +91.5% |
| 5Y | -11.9% | +61.9% | -73.7% | -23.4% |
| 10Y | +3,608.8% | +116.3% | +3,492.5% | +2,704.8% |
| All | +8,552.4% | +146.4% | +8,406.0% | +6,716.9% |
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