+59.6%
SHEL vs MULL
+2,337.2%
-2,277.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.9% |
| 7D | +4.1% | -8.4% | +12.5% | +4.3% |
| 30D | +8.4% | +9.7% | -1.3% | +8.0% |
| 3M | +13.7% | -26.8% | +40.5% | +13.2% |
| 6M | +12.7% | +220.7% | -208.0% | +3.1% |
| YTD | +35.3% | +509.0% | -473.7% | +17.5% |
| 1Y | +39.4% | +1,739.5% | -1,700.2% | +9.7% |
| All | +59.6% | +2,337.2% | -2,277.6% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 5y: compounded portfolio wealth divided by compounded MULL 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…
5y analysis · Full analysis span regression · 6 months rolling