+4,609.2%
MU vs SHEL
+207.9%
+4,401.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.6% | +11.3% | +11.6% |
| 7D | +2.0% | -3.9% | +5.9% | +4.1% |
| 30D | -18.0% | -3.7% | -14.3% | -16.6% |
| 3M | -6.6% | +9.1% | -15.7% | -10.7% |
| 6M | +2.0% | +16.7% | -14.7% | -6.4% |
| YTD | +184.5% | +36.8% | +147.6% | +139.2% |
| 1Y | +236.9% | +31.8% | +205.1% | +188.6% |
| 3Y | +987.0% | +67.9% | +919.1% | +730.4% |
| 5Y | +1,014.6% | +163.3% | +851.3% | +559.0% |
| 10Y | +4,609.2% | +210.7% | +4,398.5% | +2,865.5% |
| All | +4,609.2% | +207.9% | +4,401.3% | +2,865.5% |
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