+1,254.2%
SHEL vs MCO
+7,284.8%
-6,030.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.8% |
| 7D | +3.9% | -7.3% | +11.3% | +6.3% |
| 30D | +7.0% | -1.7% | +8.7% | +7.4% |
| 3M | +12.5% | +3.9% | +8.6% | +10.6% |
| 6M | +14.8% | +3.8% | +11.0% | +12.5% |
| YTD | +34.2% | -7.9% | +42.1% | +35.6% |
| 1Y | +37.0% | -6.8% | +43.8% | +37.5% |
| 3Y | +70.9% | +40.9% | +29.9% | +48.3% |
| 5Y | +192.5% | +27.5% | +165.0% | +156.1% |
| 10Y | +208.5% | +381.4% | -172.9% | +77.6% |
| All | +1,254.2% | +7,284.8% | -6,030.6% | +230.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling