-4.9%
SHOP vs MULL
+444.9%
-449.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -13.8% | +21.1% | +7.4% |
| 7D | -9.0% | -35.9% | +26.9% | -8.8% |
| 30D | -4.4% | -47.3% | +42.9% | -4.3% |
| 3M | +24.1% | -30.6% | +54.7% | +24.4% |
| 6M | +20.0% | +13.7% | +6.3% | +16.0% |
| YTD | -4.9% | +272.1% | -277.0% | -16.5% |
| 1Y | -4.9% | +475.1% | -480.0% | -21.5% |
| All | -4.9% | +444.9% | -449.8% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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