+69.4%
SHEL vs MET
+64.3%
+5.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +3.0% | -0.8% | +3.8% | +3.1% |
| 30D | +7.2% | -1.4% | +8.6% | +7.5% |
| 3M | +12.9% | +12.5% | +0.4% | +9.7% |
| 6M | +13.7% | +37.1% | -23.4% | +5.2% |
| YTD | +33.7% | +23.8% | +9.9% | +26.8% |
| 1Y | +37.9% | +24.1% | +13.7% | +30.4% |
| All | +69.4% | +64.3% | +5.1% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 3y: compounded portfolio wealth divided by compounded MET 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…
3y analysis · Full analysis span regression · 6 months rolling