+14,639.2%
MO vs SHEL
+2,533.2%
+12,106.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -2.4% | +3.0% | -5.4% | -2.9% |
| 30D | +3.6% | +7.2% | -3.6% | +2.4% |
| 3M | -3.7% | +12.9% | -16.6% | -5.8% |
| 6M | +4.5% | +13.7% | -9.2% | +2.1% |
| YTD | +21.5% | +33.7% | -12.2% | +15.4% |
| 1Y | +9.5% | +37.9% | -28.3% | +3.5% |
| 3Y | +93.6% | +70.2% | +23.3% | +75.5% |
| 5Y | +97.5% | +192.3% | -94.8% | +62.0% |
| 10Y | +111.2% | +207.3% | -96.1% | +66.7% |
| All | +14,639.2% | +2,533.2% | +12,106.0% | +10,030.4% |
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