+87.9%
MDLZ vs SHEL
+201.7%
-113.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | 0.0% | +3.0% | -3.1% | -0.6% |
| 30D | +1.4% | +7.2% | -5.8% | +0.1% |
| 3M | 0.0% | +12.9% | -12.9% | -2.3% |
| 6M | +9.1% | +13.7% | -4.6% | +6.3% |
| YTD | +17.9% | +33.7% | -15.7% | +11.3% |
| 1Y | +3.2% | +37.9% | -34.6% | -3.3% |
| 3Y | -2.5% | +70.2% | -72.7% | -13.1% |
| 5Y | +17.6% | +192.3% | -174.8% | -8.4% |
| 10Y | +87.9% | +207.3% | -119.4% | +36.0% |
| All | +87.9% | +201.7% | -113.8% | +36.0% |
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