-15.7%
SHOP vs MTZ
+162.0%
-177.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.2% | -3.2% | -4.6% |
| 7D | -10.6% | +2.3% | -12.9% | -11.5% |
| 30D | -18.3% | -10.3% | -8.0% | -15.3% |
| 3M | +14.8% | -31.8% | +46.7% | +27.6% |
| 6M | -5.0% | -19.2% | +14.2% | -5.0% |
| YTD | -21.2% | +10.7% | -32.0% | -33.3% |
| 1Y | -11.6% | +37.5% | -49.1% | -33.0% |
| 3Y | +101.2% | +162.4% | -61.1% | +10.4% |
| 5Y | -15.7% | +166.3% | -182.0% | -57.0% |
| All | -15.7% | +162.0% | -177.7% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling