+192.6%
SHEL vs MLM
+206.1%
-13.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.3% |
| 7D | +2.2% | -2.9% | +5.2% | +3.2% |
| 30D | +6.8% | -6.8% | +13.7% | +9.3% |
| 3M | +8.1% | -11.2% | +19.3% | +11.5% |
| 6M | +14.4% | -21.8% | +36.2% | +23.0% |
| YTD | +30.0% | -17.0% | +46.9% | +35.8% |
| 1Y | +33.3% | -16.4% | +49.7% | +38.4% |
| 3Y | +66.4% | +14.5% | +52.0% | +48.2% |
| 5Y | +178.6% | +41.7% | +136.8% | +118.2% |
| All | +192.6% | +206.1% | -13.5% | +57.1% |
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