+241.4%
SHEL vs MP
+450.8%
-209.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.6% |
| 3M | +8.1% | -16.7% | +24.8% | +9.2% |
| 6M | +14.4% | -11.5% | +25.9% | +14.3% |
| YTD | +30.0% | +7.9% | +22.0% | +27.2% |
| 1Y | +33.3% | -15.0% | +48.4% | +31.7% |
| 3Y | +66.4% | +153.5% | -87.1% | +39.2% |
| 5Y | +178.6% | +58.7% | +119.9% | +141.0% |
| All | +241.4% | +450.8% | -209.4% | +154.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling