+2,525.5%
SHEL vs MTZ
+3,182.4%
-656.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.8% | -1.2% | +2.1% |
| 7D | +1.9% | +3.6% | -1.6% | +1.5% |
| 30D | +8.7% | -9.6% | +18.3% | +9.8% |
| 3M | +11.0% | -31.9% | +42.9% | +14.7% |
| 6M | +14.6% | -13.8% | +28.4% | +14.9% |
| YTD | +33.3% | +13.3% | +20.0% | +29.4% |
| 1Y | +37.9% | +39.3% | -1.4% | +30.4% |
| 3Y | +69.7% | +168.3% | -98.6% | +45.8% |
| 5Y | +190.1% | +166.4% | +23.8% | +146.2% |
| 10Y | +197.0% | +739.9% | -542.9% | +120.1% |
| All | +2,525.5% | +3,182.4% | -656.9% | +1,213.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling