+6,169.9%
MU vs SHEL
+201.7%
+5,968.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.6% |
| 7D | +7.5% | +3.0% | +4.5% | +6.0% |
| 30D | +19.4% | +7.2% | +12.2% | +15.5% |
| 3M | +9.8% | +12.9% | -3.1% | +3.0% |
| 6M | +164.1% | +13.7% | +150.4% | +145.4% |
| YTD | +260.3% | +33.7% | +226.6% | +208.2% |
| 1Y | +661.2% | +37.9% | +623.3% | +541.2% |
| 3Y | +1,380.8% | +70.2% | +1,310.6% | +1,028.6% |
| 5Y | +1,346.4% | +192.3% | +1,154.0% | +714.0% |
| 10Y | +6,169.9% | +207.3% | +5,962.6% | +3,852.7% |
| All | +6,169.9% | +201.7% | +5,968.2% | +3,852.7% |
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