+1,371.2%
MU vs SHEL
+65.3%
+1,305.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.7% | +5.4% | +5.8% |
| 7D | +9.0% | +2.2% | +6.7% | +7.9% |
| 30D | +13.8% | +6.8% | +7.0% | +10.5% |
| 3M | +2.1% | +8.1% | -6.0% | -1.5% |
| 6M | +153.8% | +14.4% | +139.4% | +132.9% |
| YTD | +256.4% | +30.0% | +226.4% | +199.0% |
| 1Y | +719.8% | +33.3% | +686.4% | +574.8% |
| All | +1,371.2% | +65.3% | +1,305.9% | +1,023.1% |
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 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