-6.3%
SHOP vs MULL
+337.5%
-343.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -1.6% |
| 7D | +2.1% | +43.3% | -41.2% | +1.7% |
| 30D | -16.8% | -37.4% | +20.6% | -16.9% |
| 3M | -2.4% | -36.8% | +34.4% | -2.4% |
| 6M | +47.0% | -36.9% | +83.9% | +45.2% |
| YTD | -8.8% | +250.7% | -259.5% | -18.3% |
| 1Y | -6.3% | +337.6% | -343.9% | -19.1% |
| All | -6.3% | +337.5% | -343.8% | -19.1% |
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