-11.2%
SHOP vs MXL
-19.3%
+8.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +1.4% |
| 7D | -1.2% | +13.4% | -14.6% | -4.2% |
| 30D | -14.7% | -29.2% | +14.5% | -9.8% |
| 3M | -7.2% | -27.2% | +20.0% | -4.9% |
| 6M | +54.2% | -36.4% | +90.6% | +50.8% |
| YTD | -8.6% | +220.0% | -228.6% | -55.7% |
| 1Y | +0.5% | +304.8% | -304.3% | -56.0% |
| 3Y | +135.9% | +238.5% | -102.5% | -15.6% |
| All | -11.2% | -19.3% | +8.1% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling