-2.0%
SHOP vs MCK
-5.4%
+3.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.7% | -5.6% |
| 7D | -10.6% | -3.6% | -7.1% | -9.0% |
| 30D | -18.3% | +1.4% | -19.7% | -19.0% |
| 3M | +14.8% | +13.8% | +1.0% | +8.8% |
| All | -2.0% | -5.4% | +3.4% | +1.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling