+4,407.5%
MU vs SHEL
+223.0%
+4,184.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.9% | -3.1% |
| 7D | +12.8% | +0.8% | +12.0% | +12.4% |
| 30D | -14.9% | -3.6% | -11.3% | -13.5% |
| 3M | -18.0% | +12.0% | -30.1% | -22.7% |
| 6M | -3.1% | +19.7% | -22.8% | -12.2% |
| YTD | +172.9% | +39.6% | +133.3% | +127.3% |
| 1Y | +228.8% | +36.4% | +192.4% | +177.1% |
| 3Y | +950.8% | +70.2% | +880.6% | +697.6% |
| 5Y | +931.3% | +169.2% | +762.0% | +503.3% |
| All | +4,407.5% | +223.0% | +4,184.5% | +2,714.1% |
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