+2,081.1%
SHEL vs MTCH
+14,593.1%
-12,512.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.3% |
| 7D | +3.9% | -1.4% | +5.4% | +4.1% |
| 30D | +7.0% | +13.6% | -6.7% | +5.6% |
| 3M | +12.5% | +22.4% | -9.9% | +10.1% |
| 6M | +14.8% | +37.2% | -22.4% | +10.9% |
| YTD | +34.2% | +31.8% | +2.4% | +29.9% |
| 1Y | +37.0% | +12.9% | +24.1% | +34.6% |
| 3Y | +70.9% | -1.1% | +72.0% | +67.7% |
| 5Y | +192.5% | -73.5% | +266.0% | +219.1% |
| 10Y | +208.5% | +200.7% | +7.8% | +158.0% |
| All | +2,081.1% | +14,593.1% | -12,512.0% | +1,514.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling