+210.0%
SHEL vs MRSH
+218.8%
-8.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | +4.1% | -4.8% | +8.9% | +6.4% |
| 30D | +8.4% | -6.3% | +14.7% | +11.5% |
| 3M | +13.7% | +5.8% | +7.9% | +9.9% |
| 6M | +12.7% | +2.8% | +9.9% | +9.9% |
| YTD | +35.3% | -3.1% | +38.4% | +35.0% |
| 1Y | +39.4% | -11.3% | +50.6% | +44.9% |
| 3Y | +71.5% | -5.0% | +76.4% | +67.7% |
| 5Y | +195.0% | +19.2% | +175.8% | +143.6% |
| All | +210.0% | +218.8% | -8.8% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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