-11.0%
SHOP vs MKC
-23.8%
+12.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.2% |
| 7D | -13.2% | -2.8% | -10.4% | -13.4% |
| 30D | -17.0% | -3.4% | -13.7% | -17.3% |
| 3M | +17.0% | +3.8% | +13.2% | +17.8% |
| 6M | -2.1% | -17.9% | +15.8% | -8.8% |
| YTD | -21.4% | -23.6% | +2.3% | -27.3% |
| 1Y | -11.0% | -23.1% | +12.1% | -16.7% |
| All | -11.0% | -23.8% | +12.8% | -16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling