+43.3%
SHEL vs MXL
+276.5%
-233.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -11.1% | +8.9% | -2.3% |
| 7D | -3.2% | -24.3% | +21.2% | -3.4% |
| 30D | +5.5% | -46.1% | +51.6% | +5.1% |
| 3M | +14.4% | -21.8% | +36.2% | +14.0% |
| 6M | +16.2% | -27.2% | +43.4% | +15.6% |
| YTD | +42.4% | +226.2% | -183.7% | +41.3% |
| 1Y | +43.3% | +297.0% | -253.7% | +39.9% |
| All | +43.3% | +276.5% | -233.2% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling