-12.7%
SHOP vs MXL
+333.4%
-346.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | -0.1% |
| 7D | -13.2% | +16.6% | -29.9% | -13.6% |
| 30D | -17.0% | +0.5% | -17.5% | -17.1% |
| 3M | +17.0% | -3.6% | +20.6% | +14.7% |
| 6M | -2.1% | +328.0% | -330.2% | -30.4% |
| YTD | -21.4% | +297.8% | -319.2% | -43.8% |
| All | -12.7% | +333.4% | -346.1% | -41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling