+529.8%
SHEL vs MAR
+3,168.2%
-2,638.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +0.8% | +1.6% | -0.8% | +0.2% |
| 30D | -3.6% | +13.8% | -17.4% | -7.8% |
| 3M | +12.0% | +20.3% | -8.2% | +5.1% |
| 6M | +19.7% | +21.3% | -1.6% | +11.3% |
| YTD | +39.6% | +37.2% | +2.4% | +23.4% |
| 1Y | +36.4% | +48.4% | -12.0% | +17.3% |
| 3Y | +70.2% | +120.1% | -49.9% | +25.2% |
| 5Y | +169.2% | +182.1% | -12.8% | +76.9% |
| 10Y | +217.1% | +530.2% | -313.1% | +53.6% |
| All | +529.8% | +3,168.2% | -2,638.4% | +70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling