+204.1%
SHEL vs MPC
+1,165.8%
-961.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.8% | -2.3% |
| 7D | -5.8% | -9.4% | +3.6% | -1.6% |
| 30D | -1.3% | -14.3% | +13.0% | +5.5% |
| 3M | +12.7% | +31.1% | -18.4% | -1.8% |
| 6M | +19.9% | +60.3% | -40.4% | -5.5% |
| YTD | +38.3% | +142.5% | -104.3% | -11.4% |
| 1Y | +35.7% | +104.6% | -68.9% | -5.9% |
| 3Y | +71.7% | +191.7% | -120.0% | -3.8% |
| 5Y | +158.4% | +549.2% | -390.8% | -4.9% |
| 10Y | +204.1% | +1,106.2% | -902.2% | -26.4% |
| All | +204.1% | +1,165.8% | -961.7% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 10y: compounded portfolio wealth divided by compounded MPC 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…
10y analysis · Full analysis span regression · 6 months rolling