+57.7%
MMM vs SHEL
+200.8%
-143.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.2% | -1.4% |
| 7D | -1.6% | +1.9% | -3.5% | -2.2% |
| 30D | -8.0% | +8.7% | -16.7% | -10.3% |
| 3M | +9.4% | +11.0% | -1.6% | +5.7% |
| 6M | +10.2% | +14.6% | -4.3% | +5.3% |
| YTD | +6.1% | +33.3% | -27.2% | -3.6% |
| 1Y | +10.8% | +37.9% | -27.1% | -0.5% |
| 3Y | +104.8% | +69.7% | +35.0% | +71.5% |
| 5Y | +27.0% | +190.2% | -163.1% | -12.0% |
| All | +57.7% | +200.8% | -143.1% | +15.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling