+8,434.7%
SHOP vs MXL
+512.7%
+7,922.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.1% | -2.0% |
| 7D | -5.1% | +1.6% | -6.7% | -5.6% |
| 30D | +0.6% | -7.0% | +7.6% | +1.3% |
| 3M | +25.0% | -33.4% | +58.4% | +28.0% |
| 6M | +11.9% | +260.2% | -248.3% | -43.4% |
| YTD | -9.9% | +260.0% | -269.8% | -54.9% |
| 1Y | 0.0% | +303.5% | -303.5% | -52.7% |
| 3Y | +117.5% | +160.4% | -42.9% | +1.5% |
| 5Y | -6.6% | +14.7% | -21.3% | -41.1% |
| 10Y | +3,320.3% | +215.6% | +3,104.7% | +1,291.0% |
| All | +8,434.7% | +512.7% | +7,922.0% | +3,121.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling