+2,525.5%
SHEL vs MKC
+3,364.7%
-839.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.9% | +2.6% |
| 7D | +1.9% | -4.3% | +6.3% | +2.9% |
| 30D | +8.7% | -2.0% | +10.7% | +9.0% |
| 3M | +11.0% | +10.0% | +1.0% | +8.3% |
| 6M | +14.6% | -18.5% | +33.1% | +18.9% |
| YTD | +33.3% | -22.4% | +55.7% | +39.5% |
| 1Y | +37.9% | -23.6% | +61.5% | +44.5% |
| 3Y | +69.7% | -30.4% | +100.2% | +79.7% |
| 5Y | +190.2% | -34.2% | +224.3% | +207.0% |
| 10Y | +197.0% | +26.8% | +170.2% | +164.8% |
| All | +2,525.5% | +3,364.7% | -839.2% | +1,759.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling