-8.6%
MCD vs SHEL
+33.9%
-42.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.4% |
| 7D | -1.6% | -1.6% | 0.0% | -1.6% |
| 30D | +16.0% | -4.3% | +20.3% | +15.7% |
| 3M | 0.0% | +10.4% | -10.4% | -0.2% |
| 6M | +0.9% | +17.5% | -16.6% | +0.3% |
| YTD | -8.7% | +37.8% | -46.5% | -8.9% |
| 1Y | -8.6% | +33.8% | -42.3% | -8.5% |
| All | -8.6% | +33.9% | -42.4% | -8.5% |
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