Although I can on longer afford V-Power from Shell, I swear it ran better and returned higher mpg. This was not just on a single journey but over many months of using it. Whenever I switched back to standard fuel my mpg dropped slightly and the car felt less nimble.
Supermarket fuel is highly variable, I've found. I think it depends on who delivers it. It's just whatever is available to the likes of Tesco, Asda etc. After all, they don't actually have any refineries do they? What I do know is that supermarket fuel tends to be missing all the additives that clean out your jets etc (so I've read) so keep the cost down. Sounds likely.
I always use Shell standard diesel now and it's definitely better in my car than BP which I tried for a couple of weeks (and a couple of tankfuls). Nothing major, but Shell has that slight edge. Shell is usually cheaper than the others too! Win-Win situation!