+8,434.7%
SHOP vs MCD
+238.1%
+8,196.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.3% |
| 7D | -5.1% | -2.8% | -2.3% | -3.5% |
| 30D | +0.6% | -6.0% | +6.6% | +4.1% |
| 3M | +25.0% | -5.6% | +30.6% | +29.1% |
| 6M | +11.9% | -21.9% | +33.8% | +28.6% |
| YTD | -9.9% | -14.7% | +4.8% | -2.0% |
| 1Y | 0.0% | -17.3% | +17.2% | +10.2% |
| 3Y | +117.5% | -2.2% | +119.6% | +110.6% |
| 5Y | -6.6% | +20.3% | -26.9% | -20.3% |
| 10Y | +3,320.3% | +180.7% | +3,139.6% | +1,828.5% |
| All | +8,434.7% | +238.1% | +8,196.6% | +3,881.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling