+57.2%
SHEL vs MULL
+2,481.0%
-2,423.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.0% | +5.6% | +2.6% |
| 7D | +1.9% | +14.0% | -12.1% | +1.6% |
| 30D | +8.7% | +24.8% | -16.2% | +7.9% |
| 3M | +11.0% | -16.1% | +27.1% | +9.9% |
| 6M | +14.6% | +330.9% | -316.3% | +3.2% |
| YTD | +33.3% | +545.0% | -511.7% | +15.5% |
| 1Y | +37.9% | +2,427.1% | -2,389.3% | +5.9% |
| All | +57.2% | +2,481.0% | -2,423.8% | +10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling