+64.7%
SHEL vs MULL
+1,230.7%
-1,166.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.2% | +6.5% | +1.4% |
| 7D | +0.8% | +24.5% | -23.7% | +0.2% |
| 30D | -3.6% | -35.5% | +31.9% | -3.1% |
| 3M | +12.0% | -44.8% | +56.8% | +12.7% |
| 6M | +19.7% | -45.5% | +65.2% | +17.8% |
| YTD | +39.6% | +232.5% | -192.9% | +22.1% |
| 1Y | +36.4% | +343.3% | -306.8% | +16.2% |
| All | +64.7% | +1,230.7% | -1,166.0% | +17.0% |
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