+69.4%
SHEL vs MUB
+8.2%
+61.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | +3.0% | -0.7% | +3.7% | +3.1% |
| 30D | +7.2% | -2.0% | +9.2% | +7.4% |
| 3M | +12.9% | -2.5% | +15.4% | +13.1% |
| 6M | +13.7% | -2.3% | +16.0% | +13.9% |
| YTD | +33.7% | -1.3% | +35.0% | +33.4% |
| 1Y | +37.9% | +1.1% | +36.8% | +36.3% |
| All | +69.4% | +8.2% | +61.2% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 3y: compounded portfolio wealth divided by compounded MUB 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…
3y analysis · Full analysis span regression · 6 months rolling