+210.0%
SHEL vs MXL
+313.4%
-103.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.5% | -6.7% | +0.1% |
| 7D | +4.1% | +18.9% | -14.7% | +2.2% |
| 30D | +8.4% | +0.3% | +8.1% | +7.9% |
| 3M | +13.7% | -8.0% | +21.7% | +11.7% |
| 6M | +12.7% | +341.2% | -328.5% | -14.3% |
| YTD | +35.3% | +327.8% | -292.5% | +2.8% |
| 1Y | +39.4% | +364.9% | -325.5% | +3.6% |
| 3Y | +71.5% | +229.2% | -157.8% | +22.2% |
| 5Y | +195.0% | +42.8% | +152.2% | +130.6% |
| All | +210.0% | +313.4% | -103.4% | +52.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling