-11.2%
SHOP vs MCD
+21.9%
-33.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.6% |
| 7D | -1.2% | -1.6% | +0.4% | -0.4% |
| 30D | -14.7% | +14.1% | -28.9% | -20.8% |
| 3M | -7.2% | +0.6% | -7.8% | -7.6% |
| 6M | +54.2% | 0.0% | +54.2% | +53.7% |
| YTD | -8.6% | -9.3% | +0.6% | -4.6% |
| 1Y | +0.5% | -9.3% | +9.8% | +4.8% |
| 3Y | +135.9% | +8.6% | +127.3% | +102.2% |
| All | -11.2% | +21.9% | -33.1% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling