+139.4%
SHOP vs MCD
+10.5%
+128.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.4% | +2.5% |
| 7D | -2.5% | -1.9% | -0.5% | -2.0% |
| 30D | -16.7% | +16.6% | -33.3% | -19.6% |
| 3M | -2.2% | +0.9% | -3.1% | -2.6% |
| 6M | +45.6% | +1.5% | +44.1% | +44.6% |
| YTD | -7.3% | -8.3% | +1.1% | -6.9% |
| 1Y | -6.1% | -8.1% | +2.0% | -5.8% |
| All | +139.4% | +10.5% | +128.9% | +140.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling