+1,351.3%
SHEL vs MCK
+6,818.8%
-5,467.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | +4.1% | -2.9% | +7.0% | +4.7% |
| 30D | +8.4% | +0.4% | +8.0% | +8.2% |
| 3M | +13.7% | +12.1% | +1.6% | +10.6% |
| 6M | +12.7% | -5.4% | +18.1% | +13.5% |
| YTD | +35.3% | +7.8% | +27.5% | +31.7% |
| 1Y | +39.4% | +22.9% | +16.4% | +31.4% |
| 3Y | +71.5% | +110.7% | -39.3% | +41.3% |
| 5Y | +195.0% | +346.2% | -151.2% | +103.6% |
| 10Y | +211.1% | +440.1% | -229.1% | +99.0% |
| All | +1,351.3% | +6,818.8% | -5,467.5% | +491.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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