+43.3%
SHEL vs MKC
-18.2%
+61.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.4% | -7.7% | -2.3% |
| 7D | -3.2% | +9.6% | -12.8% | -3.4% |
| 30D | +5.5% | +12.0% | -6.5% | +5.2% |
| 3M | +14.4% | -2.0% | +16.4% | +14.3% |
| 6M | +16.2% | +7.2% | +9.0% | +15.6% |
| YTD | +42.4% | -23.7% | +66.2% | +44.1% |
| 1Y | +43.3% | -18.3% | +61.6% | +46.1% |
| All | +43.3% | -18.2% | +61.5% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling