+125.7%
SHEL vs MRNA
+554.4%
-428.7%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.5% | +0.8% |
| 7D | +4.1% | -1.1% | +5.2% | +4.1% |
| 30D | +8.4% | +126.1% | -117.7% | +7.8% |
| 3M | +13.7% | +190.0% | -176.3% | +12.9% |
| 6M | +12.7% | +157.2% | -144.5% | +12.0% |
| YTD | +35.3% | +388.2% | -352.9% | +33.9% |
| 1Y | +39.4% | +467.0% | -427.7% | +37.8% |
| 3Y | +71.5% | +36.1% | +35.4% | +68.9% |
| 5Y | +195.0% | -68.0% | +263.0% | +187.2% |
| All | +125.7% | +554.4% | -428.7% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 MRNA 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