+146.4%
SHOP vs MUB
+11.9%
+134.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.4% |
| 7D | -5.4% | +0.7% | -6.1% | -6.5% |
| 30D | -10.3% | +4.4% | -14.7% | -16.3% |
| 3M | +1.0% | -0.2% | +1.2% | +1.8% |
| 6M | +41.2% | -0.6% | +41.8% | +43.4% |
| YTD | -7.5% | +0.3% | -7.8% | -7.0% |
| 1Y | -4.6% | +0.8% | -5.3% | -4.4% |
| 3Y | +146.4% | +12.0% | +134.4% | +79.4% |
| All | +146.4% | +11.9% | +134.5% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 3y: compounded portfolio wealth divided by compounded MUB 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…
3y analysis · Full analysis span regression · 6 months rolling