+192.5%
SHEL vs MKC
-33.9%
+226.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.4% |
| 7D | +3.9% | -2.8% | +6.7% | +4.2% |
| 30D | +7.0% | -3.4% | +10.3% | +7.3% |
| 3M | +12.5% | +3.8% | +8.7% | +11.9% |
| 6M | +14.8% | -17.9% | +32.7% | +17.1% |
| YTD | +34.2% | -23.6% | +57.8% | +38.0% |
| 1Y | +37.0% | -23.1% | +60.1% | +40.6% |
| 3Y | +70.9% | -31.5% | +102.4% | +77.6% |
| 5Y | +192.5% | -33.1% | +225.6% | +212.7% |
| All | +192.5% | -33.9% | +226.5% | +212.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling