+162.6%
SHEL vs MLM
+25.7%
+136.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +0.8% | -0.9% | +1.7% | +0.9% |
| 30D | -3.6% | +9.0% | -12.6% | -4.8% |
| 3M | +12.0% | -5.6% | +17.6% | +12.8% |
| 6M | +19.7% | -10.7% | +30.4% | +20.9% |
| YTD | +39.6% | -17.2% | +56.8% | +42.2% |
| 1Y | +36.4% | -14.2% | +50.7% | +37.8% |
| 3Y | +70.2% | +15.6% | +54.6% | +57.6% |
| All | +162.6% | +25.7% | +136.9% | +133.4% |
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