+210.0%
SHEL vs MTZ
+773.6%
-563.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | 0.0% |
| 7D | +4.1% | +1.4% | +2.8% | +3.7% |
| 30D | +8.4% | -14.5% | +22.9% | +12.3% |
| 3M | +13.7% | -32.9% | +46.6% | +22.5% |
| 6M | +12.7% | -20.8% | +33.6% | +14.9% |
| YTD | +35.3% | +10.6% | +24.7% | +25.3% |
| 1Y | +39.4% | +27.1% | +12.3% | +23.3% |
| 3Y | +71.5% | +166.1% | -94.7% | +15.2% |
| 5Y | +195.0% | +170.7% | +24.3% | +86.2% |
| All | +210.0% | +773.6% | -563.6% | +33.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling