+39.4%
SHEL vs MAR
+28.2%
+11.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +1.0% |
| 7D | +4.1% | -0.5% | +4.7% | +4.1% |
| 30D | +8.4% | -5.4% | +13.8% | +8.0% |
| 3M | +13.7% | -15.5% | +29.2% | +12.7% |
| 6M | +12.7% | +3.0% | +9.7% | +12.3% |
| YTD | +35.3% | +8.5% | +26.8% | +33.1% |
| 1Y | +39.4% | +26.0% | +13.4% | +33.8% |
| All | +39.4% | +28.2% | +11.2% | +33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling