+180.0%
MCD vs SHEL
+197.6%
-17.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.5% |
| 7D | -2.0% | +1.9% | -4.0% | -2.5% |
| 30D | -6.1% | +8.7% | -14.8% | -7.9% |
| 3M | -7.3% | +11.0% | -18.2% | -9.6% |
| 6M | -20.9% | +14.6% | -35.5% | -23.7% |
| YTD | -14.7% | +33.3% | -47.9% | -20.7% |
| 1Y | -16.1% | +37.9% | -54.0% | -22.8% |
| 3Y | -1.5% | +69.7% | -71.3% | -14.9% |
| 5Y | +20.4% | +190.2% | -169.7% | -13.2% |
| 10Y | +180.0% | +197.0% | -17.0% | +88.0% |
| All | +180.0% | +197.6% | -17.6% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 10y: compounded portfolio wealth divided by compounded SHEL 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…
10y analysis · Full analysis span regression · 6 months rolling