+197.5%
SHEL vs MLM
+149.0%
+48.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -6.7% | -2.9% | -3.8% | -5.8% |
| 30D | -2.9% | +10.4% | -13.3% | -6.4% |
| 3M | +9.1% | -3.7% | +12.8% | +10.1% |
| 6M | +17.9% | -10.3% | +28.2% | +20.7% |
| YTD | +36.0% | -14.8% | +50.8% | +40.6% |
| 1Y | +31.8% | -13.9% | +45.7% | +35.5% |
| 3Y | +66.9% | +18.4% | +48.5% | +46.6% |
| 5Y | +160.6% | +31.8% | +128.8% | +111.5% |
| 10Y | +197.5% | +143.4% | +54.1% | +65.1% |
| All | +197.5% | +149.0% | +48.5% | +65.1% |
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