+2,941.1%
SHOP vs MTZ
+743.7%
+2,197.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.8% |
| 7D | -13.2% | 0.0% | -13.2% | -13.3% |
| 30D | -17.0% | -14.8% | -2.2% | -13.5% |
| 3M | +17.0% | -30.8% | +47.8% | +26.1% |
| 6M | -2.1% | -22.6% | +20.5% | +0.4% |
| YTD | -21.4% | +6.8% | -28.2% | -27.7% |
| 1Y | -11.0% | +22.1% | -33.1% | -21.6% |
| 3Y | +100.9% | +153.1% | -52.2% | +40.0% |
| 5Y | -14.7% | +161.4% | -176.1% | -42.0% |
| All | +2,941.1% | +743.7% | +2,197.3% | +1,584.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling