+220.3%
SHEL vs MLM
+138.2%
+82.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | +0.8% | -0.9% | +1.7% | +1.1% |
| 30D | -3.6% | +9.0% | -12.6% | -6.6% |
| 3M | +12.0% | -5.6% | +17.6% | +13.8% |
| 6M | +19.7% | -10.7% | +30.4% | +22.7% |
| YTD | +39.6% | -17.2% | +56.8% | +45.7% |
| 1Y | +36.4% | -14.2% | +50.7% | +40.3% |
| 3Y | +70.2% | +15.6% | +54.6% | +50.7% |
| 5Y | +169.2% | +26.2% | +143.0% | +122.4% |
| All | +220.3% | +138.2% | +82.1% | +78.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling