-16.8%
MCD vs SHEL
+36.9%
-53.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -2.9% | +3.0% | -5.9% | -2.9% |
| 30D | -6.7% | +7.2% | -13.9% | -6.7% |
| 3M | -9.6% | +12.9% | -22.4% | -9.8% |
| 6M | -22.3% | +13.7% | -36.0% | -22.5% |
| YTD | -15.4% | +33.7% | -49.1% | -15.4% |
| 1Y | -16.8% | +37.9% | -54.7% | -16.6% |
| All | -16.8% | +36.9% | -53.7% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling