+216.0%
SHEL vs MPC
+2,849.2%
-2,633.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.5% |
| 7D | -8.8% | -16.2% | +7.4% | -2.2% |
| 30D | +2.3% | -15.7% | +18.0% | +9.3% |
| 3M | +11.6% | +24.9% | -13.3% | +1.0% |
| 6M | +15.7% | +52.7% | -37.0% | -4.0% |
| YTD | +38.6% | +131.9% | -93.3% | -3.9% |
| 1Y | +38.5% | +96.6% | -58.2% | +2.5% |
| 3Y | +66.9% | +163.8% | -96.9% | +6.0% |
| 5Y | +160.6% | +533.1% | -372.6% | +13.6% |
| 10Y | +214.1% | +1,118.6% | -904.6% | -1.8% |
| All | +216.0% | +2,849.2% | -2,633.3% | -30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling