+3,608.8%
SHOP vs MCD
+213.9%
+3,394.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.9% |
| 7D | -5.4% | +7.1% | -12.6% | -9.1% |
| 30D | -10.3% | +19.8% | -30.1% | -19.4% |
| 3M | +1.0% | +0.8% | +0.2% | +0.3% |
| 6M | +41.2% | -1.3% | +42.5% | +41.9% |
| YTD | -7.5% | -7.8% | +0.3% | -3.9% |
| 1Y | -4.6% | -5.0% | +0.4% | -2.9% |
| 3Y | +146.4% | +10.5% | +135.9% | +120.3% |
| 5Y | -2.5% | +22.0% | -24.5% | -18.0% |
| All | +3,608.8% | +213.9% | +3,394.9% | +2,273.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling