+507.3%
MDLZ vs SHEL
+438.8%
+68.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -0.4% | -1.6% | +1.2% | 0.0% |
| 30D | +8.2% | -4.3% | +12.5% | +9.3% |
| 3M | +8.0% | +10.4% | -2.4% | +5.3% |
| 6M | +9.7% | +17.5% | -7.8% | +5.2% |
| YTD | +26.9% | +37.8% | -10.9% | +16.6% |
| 1Y | +20.9% | +33.8% | -12.9% | +11.9% |
| 3Y | +5.3% | +69.1% | -63.8% | -9.0% |
| 5Y | +21.4% | +165.7% | -144.3% | -8.7% |
| 10Y | +105.7% | +212.9% | -107.2% | +37.8% |
| All | +507.3% | +438.8% | +68.5% | +235.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling