How to create a new shortcode for text including a link

Hi there,

This is my first attempt to create a shortcode on my own. And I unfortunately do not find what is wrong.

This one is working properly:

add_shortcode( 'sc_my_text', 'my_text' );
function my_text( $atts ) {
    return "my text";
}

But this one not:

add_shortcode( 'sc_my_text', 'my_text' );
function my_text( $atts ) {
    return "<a href="https://mywebsite.com">my text</a> </p>
my additional text";
}

Could you please give me a hint how to get a link into this text? Couldn’t find this in the documentation…

Thank you!