+2,525.5%
SHEL vs MTB
+8,245.1%
-5,719.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.7% |
| 7D | +1.9% | +2.8% | -0.8% | +1.0% |
| 30D | +8.7% | -4.2% | +12.8% | +10.1% |
| 3M | +11.0% | +7.8% | +3.2% | +7.9% |
| 6M | +14.6% | +14.8% | -0.3% | +8.8% |
| YTD | +33.3% | +20.8% | +12.5% | +24.1% |
| 1Y | +37.9% | +23.1% | +14.8% | +27.2% |
| 3Y | +69.7% | +114.8% | -45.1% | +26.4% |
| 5Y | +190.2% | +103.3% | +86.9% | +113.3% |
| 10Y | +197.0% | +173.0% | +24.0% | +93.3% |
| All | +2,525.5% | +8,245.1% | -5,719.5% | +873.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling