+2,941.1%
SHOP vs MKC
+29.3%
+2,911.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -13.2% | -2.8% | -10.4% | -12.4% |
| 30D | -17.0% | -3.4% | -13.7% | -16.2% |
| 3M | +17.0% | +3.8% | +13.2% | +15.6% |
| 6M | -2.1% | -17.9% | +15.8% | +3.9% |
| YTD | -21.4% | -23.6% | +2.3% | -15.3% |
| 1Y | -11.0% | -23.1% | +12.1% | -4.8% |
| 3Y | +100.9% | -31.5% | +132.4% | +120.7% |
| 5Y | -14.7% | -33.1% | +18.4% | -7.8% |
| All | +2,941.1% | +29.3% | +2,911.8% | +2,618.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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