+409.2%
SHEL vs MKTX
+1,443.5%
-1,034.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +3.9% | -0.2% | +4.1% | +4.0% |
| 30D | +7.0% | +0.8% | +6.1% | +6.8% |
| 3M | +12.5% | +41.1% | -28.6% | +5.4% |
| 6M | +14.8% | -9.5% | +24.3% | +15.8% |
| YTD | +34.2% | -8.7% | +42.9% | +35.0% |
| 1Y | +37.0% | -10.0% | +47.0% | +37.9% |
| 3Y | +70.9% | -24.6% | +95.5% | +73.6% |
| 5Y | +192.5% | -60.3% | +252.8% | +225.6% |
| 10Y | +208.5% | +5.0% | +203.4% | +170.4% |
| All | +409.2% | +1,443.5% | -1,034.3% | +116.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling