+39.4%
SHEL vs MTZ
+26.3%
+13.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | +0.9% |
| 7D | +4.1% | +1.4% | +2.8% | +4.1% |
| 30D | +8.4% | -14.5% | +22.9% | +7.9% |
| 3M | +13.7% | -32.9% | +46.6% | +12.4% |
| 6M | +12.7% | -20.8% | +33.6% | +10.2% |
| YTD | +35.3% | +10.6% | +24.7% | +28.6% |
| 1Y | +39.4% | +27.1% | +12.3% | +32.8% |
| All | +39.4% | +26.3% | +13.1% | +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