+195.4%
SHEL vs MTUM
+595.4%
-400.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +1.4% |
| 7D | +3.9% | +1.2% | +2.7% | +3.2% |
| 30D | +7.0% | -1.7% | +8.6% | +7.7% |
| 3M | +12.5% | -0.5% | +13.0% | +11.0% |
| 6M | +14.8% | +22.3% | -7.6% | -0.5% |
| YTD | +34.2% | +21.4% | +12.8% | +16.6% |
| 1Y | +37.0% | +20.0% | +17.0% | +19.5% |
| 3Y | +70.9% | +113.0% | -42.1% | +0.8% |
| 5Y | +192.5% | +77.3% | +115.3% | +91.8% |
| 10Y | +208.5% | +350.5% | -142.0% | +0.2% |
| All | +195.4% | +595.4% | -400.0% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling