+190.2%
SHEL vs MLM
+43.0%
+147.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.1% | +2.6% |
| 7D | +1.9% | +1.4% | +0.5% | +1.7% |
| 30D | +8.7% | -6.5% | +15.2% | +9.6% |
| 3M | +11.0% | -7.4% | +18.4% | +11.6% |
| 6M | +14.6% | -15.8% | +30.4% | +16.8% |
| YTD | +33.3% | -17.4% | +50.7% | +35.8% |
| 1Y | +37.9% | -17.9% | +55.8% | +40.4% |
| 3Y | +69.7% | +18.9% | +50.9% | +56.9% |
| 5Y | +190.2% | +43.4% | +146.7% | +154.1% |
| All | +190.2% | +43.0% | +147.1% | +154.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling