+106.6%
MMM vs SHEL
+65.3%
+41.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | 0.0% |
| 7D | -3.3% | +2.2% | -5.6% | -3.8% |
| 30D | -7.0% | +6.8% | -13.9% | -8.5% |
| 3M | +10.8% | +8.1% | +2.7% | +8.6% |
| 6M | +5.8% | +14.4% | -8.6% | +1.4% |
| YTD | +6.8% | +30.0% | -23.2% | -2.3% |
| 1Y | +10.4% | +33.3% | -22.9% | -0.1% |
| All | +106.6% | +65.3% | +41.3% | +68.2% |
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