+227.0%
SHEL vs MUB
+76.5%
+150.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +0.8% | -1.3% | +2.1% | +1.4% |
| 30D | -3.6% | +2.2% | -5.8% | -4.6% |
| 3M | +12.0% | -1.6% | +13.7% | +12.9% |
| 6M | +19.7% | -1.3% | +21.0% | +20.4% |
| YTD | +39.6% | -0.7% | +40.3% | +39.9% |
| 1Y | +36.4% | -0.2% | +36.6% | +36.4% |
| 3Y | +70.2% | +9.6% | +60.6% | +61.7% |
| 5Y | +169.2% | +2.6% | +166.7% | +165.0% |
| 10Y | +217.1% | +21.5% | +195.6% | +196.1% |
| All | +227.0% | +76.5% | +150.5% | +154.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling