+210.0%
SHEL vs MKC
+29.9%
+180.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | +4.1% | -1.5% | +5.6% | +4.4% |
| 30D | +8.4% | -3.1% | +11.5% | +8.9% |
| 3M | +13.7% | +5.2% | +8.5% | +12.3% |
| 6M | +12.7% | -12.8% | +25.5% | +15.1% |
| YTD | +35.3% | -23.3% | +58.6% | +41.2% |
| 1Y | +39.4% | -24.1% | +63.5% | +45.5% |
| 3Y | +71.5% | -32.1% | +103.6% | +81.8% |
| 5Y | +195.0% | -32.8% | +227.8% | +208.5% |
| All | +210.0% | +29.9% | +180.1% | +191.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling