+846.9%
MU vs SHEL
+72.4%
+774.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +5.5% |
| 7D | -22.0% | -8.8% | -13.2% | -18.9% |
| 30D | -36.6% | +2.3% | -38.9% | -37.4% |
| 3M | -21.7% | +11.6% | -33.3% | -26.0% |
| 6M | +3.5% | +15.7% | -12.1% | -4.2% |
| YTD | +141.9% | +38.6% | +103.4% | +92.7% |
| 1Y | +189.8% | +38.5% | +151.4% | +130.9% |
| All | +846.9% | +72.4% | +774.5% | +570.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling