+45.3%
MO vs SHEL
+43.6%
+1.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +1.7% |
| 7D | +6.9% | -3.2% | +10.0% | +7.4% |
| 30D | +14.9% | +5.5% | +9.4% | +14.4% |
| 3M | +16.4% | +14.4% | +2.1% | +15.0% |
| 6M | +9.6% | +16.2% | -6.6% | +7.9% |
| YTD | +41.8% | +42.4% | -0.6% | +35.6% |
| 1Y | +45.3% | +43.3% | +2.1% | +39.1% |
| All | +45.3% | +43.6% | +1.7% | +39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling