+6,592.2%
MCD vs SHEL
+2,623.6%
+3,968.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +5.9% | -5.8% | +11.7% | +6.9% |
| 30D | +19.6% | -1.3% | +20.9% | +19.8% |
| 3M | +3.3% | +12.7% | -9.4% | +1.1% |
| 6M | +3.5% | +19.9% | -16.4% | +0.2% |
| YTD | -6.1% | +38.3% | -44.4% | -11.4% |
| 1Y | -3.7% | +35.7% | -39.3% | -8.8% |
| 3Y | +13.4% | +71.7% | -58.3% | +2.5% |
| 5Y | +25.2% | +158.4% | -133.3% | +4.3% |
| 10Y | +211.3% | +204.1% | +7.2% | +143.7% |
| All | +6,592.2% | +2,623.6% | +3,968.6% | +4,237.4% |
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