+2,812.9%
MMM vs SHEL
+2,460.3%
+352.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.4% |
| 3M | +10.8% | +8.1% | +2.7% | +8.7% |
| 6M | +5.8% | +14.4% | -8.6% | +2.2% |
| YTD | +6.8% | +30.0% | -23.2% | +0.1% |
| 1Y | +10.4% | +33.3% | -22.9% | +2.8% |
| 3Y | +104.7% | +66.4% | +38.2% | +80.8% |
| 5Y | +23.6% | +178.6% | -155.0% | -4.0% |
| 10Y | +54.1% | +198.4% | -144.3% | +14.0% |
| All | +2,812.9% | +2,460.3% | +352.6% | +1,673.1% |
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