+188.8%
SHEL vs MGY
+88.8%
+100.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | +4.1% | +3.5% | +0.6% | +2.6% |
| 30D | +8.4% | +5.3% | +3.1% | +6.0% |
| 3M | +13.7% | +2.6% | +11.1% | +12.0% |
| 6M | +12.7% | -3.3% | +16.0% | +13.3% |
| YTD | +35.3% | +29.2% | +6.1% | +20.3% |
| 1Y | +39.4% | +18.0% | +21.3% | +28.3% |
| 3Y | +71.5% | +30.0% | +41.4% | +47.5% |
| All | +188.8% | +88.8% | +100.0% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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