+454.2%
MDLZ vs SHEL
+408.2%
+46.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.4% |
| 7D | -1.7% | +2.2% | -4.0% | -2.3% |
| 30D | -2.1% | +6.8% | -9.0% | -3.7% |
| 3M | +1.3% | +8.1% | -6.8% | -0.7% |
| 6M | +6.2% | +14.4% | -8.2% | +2.4% |
| YTD | +15.8% | +30.0% | -14.2% | +8.1% |
| 1Y | +4.1% | +33.3% | -29.2% | -3.5% |
| 3Y | -4.1% | +66.4% | -70.5% | -16.9% |
| 5Y | +13.4% | +178.6% | -165.2% | -16.1% |
| 10Y | +75.7% | +198.4% | -122.7% | +19.0% |
| All | +454.2% | +408.2% | +46.1% | +210.5% |
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