+210.0%
SHEL vs MKTX
+5.0%
+205.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +4.1% | -0.2% | +4.3% | +4.1% |
| 30D | +8.4% | +0.7% | +7.7% | +8.3% |
| 3M | +13.7% | +40.8% | -27.1% | +9.7% |
| 6M | +12.7% | -8.0% | +20.7% | +13.1% |
| YTD | +35.3% | -8.7% | +44.0% | +35.8% |
| 1Y | +39.4% | -11.8% | +51.2% | +40.2% |
| 3Y | +71.5% | -24.0% | +95.5% | +72.9% |
| 5Y | +195.0% | -60.3% | +255.3% | +214.7% |
| All | +210.0% | +5.0% | +205.0% | +186.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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