+15.6%
MDLZ vs SHEL
+186.2%
-170.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -2.0% | +0.3% |
| 7D | 0.0% | +1.9% | -1.9% | -0.2% |
| 30D | -1.6% | +8.7% | -10.2% | -2.4% |
| 3M | +0.9% | +11.0% | -10.1% | -0.3% |
| 6M | +7.3% | +14.6% | -7.2% | +5.6% |
| YTD | +16.4% | +33.3% | -16.8% | +12.7% |
| 1Y | +3.0% | +37.9% | -34.9% | -0.8% |
| 3Y | -3.7% | +69.7% | -73.5% | -9.7% |
| 5Y | +15.6% | +190.2% | -174.5% | +4.8% |
| All | +15.6% | +186.2% | -170.6% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling