+123.8%
SHEL vs MRNA
+521.0%
-397.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.4% |
| 7D | +3.9% | -8.2% | +12.2% | +4.0% |
| 30D | +7.0% | +125.6% | -118.6% | +6.4% |
| 3M | +12.5% | +197.1% | -184.6% | +11.7% |
| 6M | +14.8% | +148.5% | -133.7% | +14.0% |
| YTD | +34.2% | +363.3% | -329.1% | +32.8% |
| 1Y | +37.0% | +462.0% | -425.0% | +35.4% |
| 3Y | +70.9% | +26.9% | +44.0% | +68.3% |
| 5Y | +192.5% | -69.6% | +262.1% | +184.8% |
| All | +123.8% | +521.0% | -397.2% | +121.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling