+49.7%
MMM vs SHEL
+160.3%
-110.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.8% |
| 7D | +7.0% | -6.7% | +13.6% | +8.6% |
| 30D | +18.4% | -2.9% | +21.3% | +19.0% |
| 3M | +4.5% | +9.1% | -4.6% | +2.1% |
| 6M | +33.4% | +17.9% | +15.5% | +27.7% |
| YTD | +20.0% | +36.0% | -16.1% | +9.7% |
| 1Y | +15.0% | +31.8% | -16.8% | +6.1% |
| 3Y | +165.0% | +66.9% | +98.1% | +127.8% |
| All | +49.7% | +160.3% | -110.5% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling