+1,469.8%
SHEL vs MLM
+2,981.8%
-1,512.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.5% |
| 7D | -8.8% | -4.1% | -4.7% | -7.8% |
| 30D | +2.3% | +8.2% | -5.9% | -0.2% |
| 3M | +11.6% | -3.6% | +15.1% | +12.4% |
| 6M | +15.7% | -15.6% | +31.2% | +20.3% |
| YTD | +38.6% | -16.4% | +55.0% | +43.5% |
| 1Y | +38.5% | -14.3% | +52.8% | +42.2% |
| 3Y | +66.9% | +19.3% | +47.6% | +51.7% |
| 5Y | +160.6% | +29.6% | +131.0% | +125.5% |
| 10Y | +214.1% | +189.9% | +24.2% | +103.9% |
| All | +1,469.8% | +2,981.8% | -1,512.0% | +487.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling