+165.7%
SHEL vs MP
-13.5%
+179.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.2% | +0.6% |
| 7D | -1.6% | +11.0% | -12.6% | -2.4% |
| 30D | -4.3% | -11.7% | +7.4% | -3.5% |
| 3M | +10.4% | -30.8% | +41.2% | +13.4% |
| 6M | +17.5% | -42.9% | +60.4% | +22.1% |
| YTD | +37.8% | -25.9% | +63.7% | +38.4% |
| 1Y | +33.8% | -37.3% | +71.1% | +36.2% |
| 3Y | +69.1% | +150.7% | -81.6% | +31.3% |
| 5Y | +165.7% | -19.3% | +185.0% | +144.0% |
| All | +165.7% | -13.5% | +179.2% | +144.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling