+70.2%
SHEL vs MPC
+203.2%
-133.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +0.8% | +11.2% | -10.5% | -2.6% |
| 30D | -3.6% | -14.5% | +10.9% | +1.1% |
| 3M | +12.0% | +16.7% | -4.6% | +5.9% |
| 6M | +19.7% | +67.6% | -47.9% | -0.2% |
| YTD | +39.6% | +157.9% | -118.3% | 0.0% |
| 1Y | +36.4% | +116.7% | -80.2% | +3.6% |
| 3Y | +70.2% | +199.8% | -129.6% | +10.4% |
| All | +70.2% | +203.2% | -133.0% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling