+2,993.7%
SHOP vs MXL
+313.4%
+2,680.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.5% | -5.8% | -0.3% |
| 7D | -11.2% | +18.9% | -30.1% | -15.6% |
| 30D | -14.4% | +0.3% | -14.7% | -15.5% |
| 3M | +16.6% | -8.0% | +24.6% | +8.9% |
| 6M | -0.6% | +341.2% | -341.8% | -54.1% |
| YTD | -20.0% | +327.8% | -347.8% | -63.2% |
| 1Y | -11.2% | +364.9% | -376.1% | -61.0% |
| 3Y | +99.5% | +229.2% | -129.7% | -17.4% |
| 5Y | -13.2% | +42.8% | -56.0% | -49.5% |
| All | +2,993.7% | +313.4% | +2,680.3% | +954.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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