+210.0%
SHEL vs MCO
+393.6%
-183.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.3% |
| 7D | +4.1% | -3.8% | +7.9% | +5.5% |
| 30D | +8.4% | -0.4% | +8.8% | +8.3% |
| 3M | +13.7% | +7.7% | +6.0% | +10.0% |
| 6M | +12.7% | +7.0% | +5.7% | +8.8% |
| YTD | +35.3% | -6.4% | +41.7% | +36.2% |
| 1Y | +39.4% | -7.6% | +47.0% | +40.5% |
| 3Y | +71.5% | +43.2% | +28.2% | +40.6% |
| 5Y | +195.0% | +29.6% | +165.4% | +146.1% |
| All | +210.0% | +393.6% | -183.6% | +60.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling