+37.0%
MDT vs SHEL
+214.0%
-177.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -1.0% |
| 7D | -3.4% | +4.1% | -7.5% | -4.5% |
| 30D | +0.2% | +8.4% | -8.2% | -2.0% |
| 3M | +14.3% | +13.7% | +0.5% | +10.0% |
| 6M | +4.0% | +12.7% | -8.7% | +0.1% |
| YTD | -3.7% | +35.3% | -39.0% | -12.4% |
| 1Y | -0.4% | +39.4% | -39.7% | -10.2% |
| 3Y | +23.3% | +71.5% | -48.1% | +3.2% |
| 5Y | -18.9% | +195.0% | -213.9% | -44.9% |
| All | +37.0% | +214.0% | -177.0% | -12.3% |
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