+2,993.7%
SHOP vs MCK
+442.8%
+2,550.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.7% | +1.7% |
| 7D | -11.2% | -2.9% | -8.3% | -10.8% |
| 30D | -14.4% | +0.4% | -14.8% | -14.5% |
| 3M | +16.6% | +12.1% | +4.5% | +14.4% |
| 6M | -0.6% | -5.4% | +4.9% | +0.2% |
| YTD | -20.0% | +7.8% | -27.8% | -21.4% |
| 1Y | -11.2% | +22.9% | -34.1% | -15.0% |
| 3Y | +99.5% | +110.7% | -11.2% | +67.5% |
| 5Y | -13.2% | +346.2% | -359.4% | -42.2% |
| All | +2,993.7% | +442.8% | +2,550.9% | +1,701.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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