+206.4%
SHEL vs MPC
+1,148.7%
-942.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.3% | +0.3% | +1.5% |
| 7D | +1.9% | +3.9% | -1.9% | +0.2% |
| 30D | +8.7% | +33.8% | -25.1% | -5.3% |
| 3M | +11.0% | +49.9% | -38.9% | -8.6% |
| 6M | +14.6% | +80.9% | -66.4% | -14.1% |
| YTD | +33.3% | +147.4% | -114.1% | -14.2% |
| 1Y | +37.9% | +123.2% | -85.3% | -7.3% |
| 3Y | +69.7% | +171.7% | -102.0% | -0.1% |
| 5Y | +190.2% | +678.6% | -488.4% | -0.2% |
| All | +206.4% | +1,148.7% | -942.3% | -21.7% |
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