+35.0%
SHOP vs MULL
+1,230.7%
-1,195.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.4% | +0.7% |
| 7D | -1.2% | +24.5% | -25.8% | -3.5% |
| 30D | -14.7% | -35.5% | +20.8% | -12.5% |
| 3M | -7.2% | -44.8% | +37.6% | -4.2% |
| 6M | +54.2% | -45.5% | +99.6% | +46.1% |
| YTD | -8.6% | +232.5% | -241.2% | -43.0% |
| 1Y | +0.5% | +343.3% | -342.7% | -43.0% |
| All | +35.0% | +1,230.7% | -1,195.6% | -53.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling