+468.8%
SHEL vs MET
+1,300.1%
-831.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.2% |
| 7D | +2.2% | +1.2% | +1.1% | +1.8% |
| 30D | +6.8% | +1.4% | +5.4% | +6.2% |
| 3M | +8.1% | +17.7% | -9.6% | +2.2% |
| 6M | +14.4% | +35.0% | -20.6% | +3.1% |
| YTD | +30.0% | +26.3% | +3.7% | +19.4% |
| 1Y | +33.3% | +22.8% | +10.5% | +23.3% |
| 3Y | +66.4% | +65.9% | +0.5% | +37.1% |
| 5Y | +178.6% | +85.4% | +93.2% | +119.6% |
| 10Y | +198.4% | +253.7% | -55.3% | +89.7% |
| All | +468.8% | +1,300.1% | -831.3% | +138.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling