+3,763.3%
MRK vs SHEL
+2,525.5%
+1,237.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.8% | -1.7% |
| 7D | -0.9% | +1.9% | -2.9% | -1.3% |
| 30D | +15.5% | +8.7% | +6.8% | +13.6% |
| 3M | +25.1% | +11.0% | +14.1% | +22.5% |
| 6M | +30.1% | +14.6% | +15.5% | +26.3% |
| YTD | +43.1% | +33.3% | +9.8% | +34.6% |
| 1Y | +82.5% | +37.9% | +44.6% | +70.3% |
| 3Y | +49.3% | +69.7% | -20.4% | +32.8% |
| 5Y | +130.3% | +190.2% | -59.9% | +80.6% |
| 10Y | +234.3% | +197.0% | +37.4% | +148.9% |
| All | +3,763.3% | +2,525.5% | +1,237.8% | +2,165.6% |
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