+2,543.2%
SHEL vs MRSH
+3,270.6%
-727.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +3.9% | -5.9% | +9.9% | +6.1% |
| 30D | +7.0% | -7.3% | +14.3% | +9.7% |
| 3M | +12.5% | +6.7% | +5.8% | +9.4% |
| 6M | +14.8% | +3.0% | +11.8% | +12.6% |
| YTD | +34.2% | -2.9% | +37.1% | +33.9% |
| 1Y | +37.0% | -9.0% | +46.0% | +39.5% |
| 3Y | +70.9% | -4.3% | +75.2% | +69.1% |
| 5Y | +192.5% | +19.4% | +173.1% | +163.7% |
| 10Y | +208.5% | +218.1% | -9.6% | +98.5% |
| All | +2,543.2% | +3,270.6% | -727.5% | +787.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling