+23.1%
SHOP vs MULL
+2,481.0%
-2,457.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.0% | -4.6% | -7.3% |
| 7D | -4.1% | +14.0% | -18.1% | -5.3% |
| 30D | -11.5% | +24.8% | -36.3% | -13.7% |
| 3M | +21.1% | -16.1% | +37.2% | +16.3% |
| 6M | +3.0% | +330.9% | -327.9% | -30.0% |
| YTD | -16.7% | +545.0% | -561.7% | -50.2% |
| 1Y | -8.3% | +2,427.1% | -2,435.4% | -62.8% |
| All | +23.1% | +2,481.0% | -2,457.9% | -59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling