+188.8%
SHEL vs MCO
+28.6%
+160.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.6% |
| 7D | +4.1% | -3.8% | +7.9% | +4.7% |
| 30D | +8.4% | -0.4% | +8.8% | +8.3% |
| 3M | +13.7% | +7.7% | +6.0% | +11.9% |
| 6M | +12.7% | +7.0% | +5.7% | +10.8% |
| YTD | +35.3% | -6.4% | +41.7% | +36.0% |
| 1Y | +39.4% | -7.6% | +47.0% | +40.3% |
| 3Y | +71.5% | +43.2% | +28.2% | +54.4% |
| All | +188.8% | +28.6% | +160.1% | +157.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling