+172.7%
SHEL vs MGY
+209.8%
-37.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +3.9% | +1.8% | +2.1% | +3.1% |
| 30D | +7.0% | +6.5% | +0.5% | +4.0% |
| 3M | +12.5% | +0.3% | +12.2% | +11.8% |
| 6M | +14.8% | -2.4% | +17.2% | +15.0% |
| YTD | +34.2% | +29.0% | +5.2% | +19.1% |
| 1Y | +37.0% | +17.0% | +20.0% | +26.4% |
| 3Y | +70.9% | +26.2% | +44.7% | +48.6% |
| 5Y | +192.5% | +92.3% | +100.2% | +100.9% |
| All | +172.7% | +209.8% | -37.1% | +27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling