+204.1%
SHEL vs MLM
+167.5%
+36.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -1.1% |
| 7D | -5.8% | -3.8% | -1.9% | -4.6% |
| 30D | -1.3% | +11.0% | -12.3% | -5.0% |
| 3M | +12.7% | -3.1% | +15.8% | +13.5% |
| 6M | +19.9% | -9.8% | +29.7% | +22.5% |
| YTD | +38.3% | -14.4% | +52.6% | +42.6% |
| 1Y | +35.7% | -12.6% | +48.2% | +38.7% |
| 3Y | +71.7% | +19.7% | +52.0% | +50.2% |
| 5Y | +158.4% | +29.8% | +128.7% | +111.6% |
| 10Y | +204.1% | +153.5% | +50.5% | +65.8% |
| All | +204.1% | +167.5% | +36.6% | +65.8% |
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