+96.4%
SHOP vs MKC
-31.2%
+127.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.6% | -5.4% |
| 7D | -10.6% | -4.3% | -6.3% | -10.4% |
| 30D | -18.3% | -3.1% | -15.2% | -18.2% |
| 3M | +14.8% | +6.8% | +8.0% | +14.8% |
| 6M | -5.0% | -18.3% | +13.3% | -4.7% |
| YTD | -21.2% | -23.1% | +1.8% | -20.7% |
| 1Y | -11.6% | -23.7% | +12.1% | -10.9% |
| All | +96.4% | -31.2% | +127.6% | +114.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling