+5,979.9%
MCD vs SHEL
+2,460.3%
+3,519.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | -2.8% | +2.2% | -5.1% | -3.2% |
| 30D | -6.0% | +6.8% | -12.9% | -7.0% |
| 3M | -5.6% | +8.1% | -13.7% | -6.9% |
| 6M | -21.9% | +14.4% | -36.3% | -23.7% |
| YTD | -14.7% | +30.0% | -44.7% | -18.6% |
| 1Y | -17.3% | +33.3% | -50.6% | -21.4% |
| 3Y | -2.2% | +66.4% | -68.6% | -11.0% |
| 5Y | +20.3% | +178.6% | -158.3% | -1.1% |
| 10Y | +180.7% | +198.4% | -17.7% | +120.8% |
| All | +5,979.9% | +2,460.3% | +3,519.7% | +3,885.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling