0.0%
SHOP vs MCD
-17.5%
+17.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | -5.1% | -2.8% | -2.3% | -4.6% |
| 30D | +0.6% | -6.0% | +6.6% | +1.7% |
| 3M | +25.0% | -5.6% | +30.6% | +25.9% |
| 6M | +11.9% | -21.9% | +33.8% | +9.5% |
| YTD | -9.9% | -14.7% | +4.8% | -10.6% |
| 1Y | 0.0% | -17.3% | +17.2% | -0.8% |
| All | 0.0% | -17.5% | +17.4% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 MCD 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