+99.5%
SHOP vs MCK
+112.3%
-12.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.7% | +1.7% |
| 7D | -11.2% | -2.9% | -8.3% | -11.4% |
| 30D | -14.4% | +0.4% | -14.8% | -14.3% |
| 3M | +16.6% | +12.1% | +4.5% | +17.9% |
| 6M | -0.6% | -5.4% | +4.9% | -2.3% |
| YTD | -20.0% | +7.8% | -27.8% | -19.2% |
| 1Y | -11.2% | +22.9% | -34.1% | -7.5% |
| 3Y | +99.5% | +110.7% | -11.2% | +188.9% |
| All | +99.5% | +112.3% | -12.8% | +188.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling