+160.4%
SHEL vs MP
-5.6%
+166.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.9% | -6.0% | -1.4% |
| 7D | -8.8% | -10.5% | +1.7% | -8.0% |
| 30D | +2.3% | -23.5% | +25.8% | +4.4% |
| 3M | +11.6% | -25.4% | +37.0% | +13.8% |
| 6M | +15.7% | -51.3% | +66.9% | +21.9% |
| YTD | +38.6% | -29.9% | +68.5% | +39.8% |
| 1Y | +38.5% | -31.8% | +70.3% | +39.5% |
| 3Y | +66.9% | +127.0% | -60.1% | +31.6% |
| All | +160.4% | -5.6% | +166.0% | +135.7% |
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