+43.3%
SHEL vs MTZ
-14.7%
+57.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -15.4% | +13.1% | -2.8% |
| 7D | -3.2% | -7.4% | +4.2% | -3.3% |
| 30D | +5.5% | -23.6% | +29.1% | +4.5% |
| 3M | +14.4% | -38.3% | +52.7% | +12.5% |
| 6M | +16.2% | -60.6% | +76.8% | +12.7% |
| YTD | +42.4% | -22.9% | +65.3% | +34.0% |
| 1Y | +43.3% | -14.3% | +57.5% | +32.8% |
| All | +43.3% | -14.7% | +57.9% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 1y: compounded portfolio wealth divided by compounded MTZ 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…
1y analysis · Full analysis span regression · 6 months rolling