+39.4%
SHEL vs MCO
-5.7%
+45.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +1.0% |
| 7D | +4.1% | -3.8% | +7.9% | +3.8% |
| 30D | +8.4% | -0.4% | +8.8% | +8.3% |
| 3M | +13.7% | +7.7% | +6.0% | +14.4% |
| 6M | +12.7% | +7.0% | +5.7% | +13.3% |
| YTD | +35.3% | -6.4% | +41.7% | +33.3% |
| 1Y | +39.4% | -7.6% | +47.0% | +37.9% |
| All | +39.4% | -5.7% | +45.0% | +37.9% |
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