+69.4%
SHEL vs MTB
+112.6%
-43.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +3.0% | +1.1% | +1.9% | +2.8% |
| 30D | +7.2% | -4.6% | +11.8% | +7.9% |
| 3M | +12.9% | +6.3% | +6.6% | +11.6% |
| 6M | +13.7% | +15.6% | -1.9% | +10.7% |
| YTD | +33.7% | +20.6% | +13.1% | +28.7% |
| 1Y | +37.9% | +22.5% | +15.3% | +32.2% |
| All | +69.4% | +112.6% | -43.2% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling