-12.8%
SHOP vs MTUM
+78.7%
-91.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | 0.0% |
| 7D | -11.2% | +0.7% | -11.9% | -12.3% |
| 30D | -14.4% | -2.4% | -11.9% | -11.9% |
| 3M | +16.6% | -3.6% | +20.2% | +14.5% |
| 6M | -0.6% | +23.7% | -24.2% | -39.0% |
| YTD | -20.0% | +22.9% | -42.9% | -50.4% |
| 1Y | -11.2% | +21.8% | -33.0% | -43.7% |
| 3Y | +99.5% | +114.4% | -15.0% | -54.9% |
| All | -12.8% | +78.7% | -91.5% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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