+10.5%
MCD vs SHEL
+65.5%
-55.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.5% |
| 7D | +7.1% | -8.8% | +16.0% | +7.3% |
| 30D | +19.8% | +2.3% | +17.5% | +19.6% |
| 3M | +0.8% | +11.6% | -10.8% | +0.4% |
| 6M | -1.3% | +15.7% | -17.0% | -2.0% |
| YTD | -7.8% | +38.6% | -46.3% | -9.0% |
| 1Y | -5.0% | +38.5% | -43.4% | -6.3% |
| 3Y | +10.5% | +66.9% | -56.3% | +9.6% |
| All | +10.5% | +65.5% | -55.0% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling