+188.8%
SHEL vs MTCH
-73.3%
+262.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.7% |
| 7D | +4.1% | +1.3% | +2.8% | +4.0% |
| 30D | +8.4% | +15.9% | -7.5% | +7.0% |
| 3M | +13.7% | +23.3% | -9.6% | +11.6% |
| 6M | +12.7% | +40.1% | -27.4% | +9.2% |
| YTD | +35.3% | +33.6% | +1.7% | +31.4% |
| 1Y | +39.4% | +14.1% | +25.3% | +37.3% |
| 3Y | +71.5% | +1.4% | +70.0% | +68.5% |
| All | +188.8% | -73.3% | +262.1% | +217.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 5y: compounded portfolio wealth divided by compounded MTCH 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…
5y analysis · Full analysis span regression · 6 months rolling