+210.0%
SHEL vs MTB
+173.8%
+36.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +4.1% | 0.0% | +4.1% | +4.1% |
| 30D | +8.4% | -4.8% | +13.2% | +10.4% |
| 3M | +13.7% | +6.0% | +7.8% | +10.7% |
| 6M | +12.7% | +19.6% | -6.9% | +4.0% |
| YTD | +35.3% | +21.5% | +13.8% | +23.5% |
| 1Y | +39.4% | +24.7% | +14.7% | +25.4% |
| 3Y | +71.5% | +108.6% | -37.1% | +18.5% |
| 5Y | +195.0% | +106.7% | +88.3% | +92.1% |
| All | +210.0% | +173.8% | +36.2% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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