+210.0%
SHEL vs MAR
+450.9%
-240.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.2% |
| 7D | +4.1% | -0.5% | +4.7% | +4.3% |
| 30D | +8.4% | -5.4% | +13.8% | +10.6% |
| 3M | +13.7% | -15.5% | +29.2% | +20.5% |
| 6M | +12.7% | +3.0% | +9.7% | +9.9% |
| YTD | +35.3% | +8.5% | +26.8% | +28.4% |
| 1Y | +39.4% | +26.0% | +13.4% | +24.0% |
| 3Y | +71.5% | +68.6% | +2.9% | +31.0% |
| 5Y | +195.0% | +157.4% | +37.6% | +78.2% |
| All | +210.0% | +450.9% | -240.9% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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