+279.7%
SHEL vs MXL
+298.4%
-18.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.5% | -7.2% | -0.5% |
| 7D | +3.0% | +19.0% | -16.0% | +1.1% |
| 30D | +7.2% | +4.5% | +2.7% | +6.2% |
| 3M | +12.9% | -1.5% | +14.4% | +9.9% |
| 6M | +13.7% | +348.6% | -334.9% | -13.1% |
| YTD | +33.7% | +310.3% | -276.6% | +2.9% |
| 1Y | +37.9% | +344.7% | -306.8% | +4.0% |
| 3Y | +70.2% | +211.2% | -140.9% | +24.0% |
| 5Y | +192.3% | +34.8% | +157.5% | +130.5% |
| 10Y | +207.3% | +286.5% | -79.2% | +82.5% |
| All | +279.7% | +298.4% | -18.7% | +114.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling