+106.1%
MDLZ vs SHEL
+207.9%
-101.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -1.0% | -3.9% | +2.9% | -0.3% |
| 30D | +7.9% | -3.7% | +11.6% | +8.6% |
| 3M | +8.9% | +9.1% | -0.2% | +7.1% |
| 6M | +10.5% | +16.7% | -6.2% | +7.1% |
| YTD | +27.1% | +36.8% | -9.7% | +19.3% |
| 1Y | +20.9% | +31.8% | -10.9% | +14.3% |
| 3Y | +5.5% | +67.9% | -62.4% | -5.6% |
| 5Y | +22.2% | +163.3% | -141.1% | -2.3% |
| 10Y | +106.1% | +210.7% | -104.6% | +51.1% |
| All | +106.1% | +207.9% | -101.8% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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