+210.0%
SHEL vs MTUM
+357.8%
-147.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.2% |
| 7D | +4.1% | +0.7% | +3.4% | +3.7% |
| 30D | +8.4% | -2.4% | +10.8% | +9.6% |
| 3M | +13.7% | -3.6% | +17.4% | +14.4% |
| 6M | +12.7% | +23.7% | -11.0% | -2.2% |
| YTD | +35.3% | +22.9% | +12.4% | +17.5% |
| 1Y | +39.4% | +21.8% | +17.6% | +21.4% |
| 3Y | +71.5% | +114.4% | -43.0% | +2.7% |
| 5Y | +195.0% | +79.6% | +115.5% | +95.1% |
| All | +210.0% | +357.8% | -147.8% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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