+179.0%
SHEL vs MP
+58.1%
+120.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.6% |
| 7D | +2.2% | -2.9% | +5.1% | +2.5% |
| 30D | +6.8% | +13.8% | -7.0% | +5.5% |
| 3M | +8.1% | -16.7% | +24.8% | +9.3% |
| 6M | +14.4% | -11.5% | +25.9% | +14.3% |
| YTD | +30.0% | +7.9% | +22.0% | +26.9% |
| 1Y | +33.3% | -15.0% | +48.4% | +31.5% |
| 3Y | +66.4% | +153.5% | -87.1% | +35.4% |
| All | +179.0% | +58.1% | +120.9% | +140.6% |
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