-18.3%
MDT vs SHEL
+190.7%
-209.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -1.6% | +3.9% | -5.5% | -2.1% |
| 30D | +1.0% | +7.0% | -5.9% | +0.1% |
| 3M | +15.2% | +12.5% | +2.7% | +13.1% |
| 6M | +3.7% | +14.8% | -11.1% | +1.3% |
| YTD | -3.0% | +34.2% | -37.2% | -7.7% |
| 1Y | +2.5% | +37.0% | -34.5% | -2.9% |
| 3Y | +26.5% | +70.9% | -44.4% | +14.6% |
| 5Y | -18.3% | +192.5% | -210.8% | -33.2% |
| All | -18.3% | +190.7% | -209.0% | -33.2% |
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