-11.2%
SHOP vs MKC
-35.5%
+24.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | -1.2% | -3.0% | +1.8% | -0.7% |
| 30D | -14.7% | +4.8% | -19.6% | -15.4% |
| 3M | -7.2% | -12.8% | +5.6% | -5.4% |
| 6M | +54.2% | +5.0% | +49.2% | +53.3% |
| YTD | -8.6% | -29.1% | +20.4% | -4.3% |
| 1Y | +0.5% | -26.4% | +26.9% | +4.3% |
| 3Y | +135.9% | -21.6% | +157.6% | +134.1% |
| All | -11.2% | -35.5% | +24.3% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling