+34.6%
SHOP vs MULL
+1,070.1%
-1,035.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.5% | -1.1% | -3.4% |
| 7D | +2.8% | -32.2% | +35.1% | +5.7% |
| 30D | -14.2% | -55.4% | +41.2% | -8.8% |
| 3M | -5.5% | -41.3% | +35.7% | -2.9% |
| 6M | +32.8% | -44.9% | +77.7% | +24.5% |
| YTD | -8.9% | +192.4% | -201.3% | -42.4% |
| 1Y | -7.7% | +239.4% | -247.2% | -45.1% |
| All | +34.6% | +1,070.1% | -1,035.5% | -52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling