+179.0%
SHEL vs MPC
+645.9%
-466.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.5% |
| 7D | +2.2% | +5.4% | -3.2% | 0.0% |
| 30D | +6.8% | +31.0% | -24.1% | -5.1% |
| 3M | +8.1% | +46.0% | -37.9% | -8.7% |
| 6M | +14.4% | +77.3% | -62.9% | -11.8% |
| YTD | +30.0% | +141.9% | -111.9% | -13.3% |
| 1Y | +33.3% | +120.9% | -87.6% | -7.8% |
| 3Y | +66.4% | +182.7% | -116.2% | -2.9% |
| All | +179.0% | +645.9% | -466.9% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling