+66.9%
SHEL vs MP
+114.3%
-47.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.9% | -6.0% | -1.2% |
| 7D | -8.8% | -10.5% | +1.7% | -8.5% |
| 30D | +2.3% | -23.5% | +25.8% | +3.1% |
| 3M | +11.6% | -25.4% | +37.0% | +12.4% |
| 6M | +15.7% | -51.3% | +66.9% | +18.4% |
| YTD | +38.6% | -29.9% | +68.5% | +39.1% |
| 1Y | +38.5% | -31.8% | +70.3% | +39.0% |
| 3Y | +66.9% | +127.0% | -60.1% | +50.5% |
| All | +66.9% | +114.3% | -47.5% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 3y: compounded portfolio wealth divided by compounded MP 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…
3y analysis · Full analysis span regression · 6 months rolling