-11.2%
SHOP vs MTZ
+89.4%
-100.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.7% |
| 7D | -1.2% | +5.0% | -6.2% | -3.0% |
| 30D | -14.7% | -6.0% | -8.7% | -14.2% |
| 3M | -7.2% | -36.1% | +28.9% | +7.1% |
| 6M | +54.2% | -56.9% | +111.1% | +101.4% |
| YTD | -8.6% | -15.9% | +7.3% | -16.1% |
| 1Y | +0.5% | -3.8% | +4.4% | -13.9% |
| 3Y | +135.9% | +272.3% | -136.3% | +3.3% |
| All | -11.2% | +89.4% | -100.6% | -50.0% |
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