+43.3%
SHEL vs MCO
+9.9%
+33.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.9% | -7.1% | -1.8% |
| 7D | -3.2% | +10.7% | -13.9% | -2.3% |
| 30D | +5.5% | +17.9% | -12.4% | +7.1% |
| 3M | +14.4% | +9.5% | +4.9% | +15.2% |
| 6M | +16.2% | +18.1% | -1.9% | +17.7% |
| YTD | +42.4% | +4.1% | +38.3% | +40.6% |
| 1Y | +43.3% | +9.3% | +33.9% | +41.7% |
| All | +43.3% | +9.9% | +33.4% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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