+3,118.4%
MMM vs SHEL
+2,614.8%
+503.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | -0.8% | -1.6% | +0.7% | -0.5% |
| 30D | +14.4% | -4.3% | +18.7% | +15.4% |
| 3M | +1.8% | +10.4% | -8.6% | -0.6% |
| 6M | +31.3% | +17.5% | +13.7% | +26.2% |
| YTD | +18.0% | +37.8% | -19.8% | +9.0% |
| 1Y | +10.9% | +33.8% | -22.9% | +3.1% |
| 3Y | +160.6% | +69.1% | +91.5% | +129.3% |
| 5Y | +44.5% | +165.7% | -121.2% | +13.5% |
| 10Y | +75.9% | +212.9% | -137.1% | +28.7% |
| All | +3,118.4% | +2,614.8% | +503.6% | +1,831.4% |
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