+8,534.1%
SHOP vs MCD
+261.8%
+8,272.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.4% |
| 7D | +2.1% | -1.6% | +3.7% | +3.0% |
| 30D | -16.8% | +16.0% | -32.9% | -23.8% |
| 3M | -2.4% | 0.0% | -2.4% | -2.6% |
| 6M | +47.0% | +0.9% | +46.1% | +45.7% |
| YTD | -8.8% | -8.7% | -0.1% | -4.8% |
| 1Y | -6.3% | -8.6% | +2.3% | -2.4% |
| 3Y | +139.3% | +9.9% | +129.4% | +115.3% |
| 5Y | -12.1% | +22.6% | -34.7% | -25.8% |
| 10Y | +3,601.0% | +204.6% | +3,396.3% | +1,889.6% |
| All | +8,534.1% | +261.8% | +8,272.3% | +3,768.9% |
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