+160.9%
MMM vs SHEL
+69.1%
+91.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | -0.8% | -1.6% | +0.7% | -0.5% |
| 30D | +14.4% | -4.3% | +18.7% | +15.3% |
| 3M | +1.8% | +10.4% | -8.6% | -0.8% |
| 6M | +31.3% | +17.5% | +13.7% | +25.7% |
| YTD | +18.0% | +37.8% | -19.8% | +6.0% |
| 1Y | +10.9% | +33.8% | -22.9% | +0.7% |
| All | +160.9% | +69.1% | +91.8% | +111.2% |
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