+33.3%
SHEL vs MLM
-15.9%
+49.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.9% |
| 7D | +2.2% | -2.9% | +5.2% | +1.7% |
| 30D | +6.8% | -6.8% | +13.7% | +5.6% |
| 3M | +8.1% | -11.2% | +19.3% | +6.3% |
| 6M | +14.4% | -21.8% | +36.2% | +11.8% |
| YTD | +30.0% | -17.0% | +46.9% | +26.7% |
| 1Y | +33.3% | -16.4% | +49.7% | +30.4% |
| All | +33.3% | -15.9% | +49.2% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 1y: compounded portfolio wealth divided by compounded MLM 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…
1y analysis · Full analysis span regression · 6 months rolling