-4.9%
SHOP vs MTZ
-14.7%
+9.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -15.4% | +22.7% | +6.8% |
| 7D | -9.0% | -7.4% | -1.6% | -9.5% |
| 30D | -4.4% | -23.6% | +19.2% | -4.6% |
| 3M | +24.1% | -38.3% | +62.4% | +23.9% |
| 6M | +20.0% | -60.6% | +80.6% | +22.2% |
| YTD | -4.9% | -22.9% | +18.0% | -27.0% |
| 1Y | -4.9% | -14.3% | +9.4% | -35.2% |
| All | -4.9% | -14.7% | +9.8% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 1y: compounded portfolio wealth divided by compounded MTZ 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…
1y analysis · Full analysis span regression · 6 months rolling