+2,396.1%
MUU vs SHEL
+52.4%
+2,343.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -2.0% |
| 7D | -8.2% | +4.1% | -12.3% | -12.2% |
| 30D | +10.2% | +8.4% | +1.8% | +0.8% |
| 3M | -26.5% | +13.7% | -40.2% | -37.7% |
| 6M | +227.2% | +12.7% | +214.5% | +168.5% |
| YTD | +527.4% | +35.3% | +492.1% | +256.6% |
| 1Y | +1,843.7% | +39.4% | +1,804.3% | +935.9% |
| All | +2,396.1% | +52.4% | +2,343.6% | +1,079.5% |
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