+224.4%
MRK vs SHEL
+214.0%
+10.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.7% |
| 7D | -4.3% | +4.1% | -8.4% | -4.9% |
| 30D | +8.3% | +8.4% | -0.1% | +6.8% |
| 3M | +20.0% | +13.7% | +6.3% | +17.4% |
| 6M | +25.7% | +12.7% | +13.0% | +22.8% |
| YTD | +38.7% | +35.3% | +3.4% | +31.1% |
| 1Y | +74.7% | +39.4% | +35.3% | +64.1% |
| 3Y | +45.4% | +71.5% | -26.1% | +30.8% |
| 5Y | +129.0% | +195.0% | -66.0% | +83.0% |
| All | +224.4% | +214.0% | +10.4% | +144.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling