-15.7%
SHOP vs MKC
-34.7%
+19.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.6% | -5.3% |
| 7D | -10.6% | -4.3% | -6.3% | -10.0% |
| 30D | -18.3% | -3.1% | -15.2% | -17.9% |
| 3M | +14.8% | +6.8% | +8.0% | +13.8% |
| 6M | -5.0% | -18.3% | +13.3% | -2.3% |
| YTD | -21.2% | -23.1% | +1.8% | -18.4% |
| 1Y | -11.6% | -23.7% | +12.1% | -8.4% |
| 3Y | +101.2% | -31.0% | +132.2% | +113.0% |
| 5Y | -15.7% | -33.5% | +17.8% | -2.8% |
| All | -15.7% | -34.7% | +19.0% | -2.8% |
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 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