+7,830.4%
MDT vs SHEL
+2,525.5%
+5,304.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.4% | -2.4% |
| 7D | +0.4% | +1.9% | -1.6% | 0.0% |
| 30D | +6.0% | +8.7% | -2.6% | +4.3% |
| 3M | +15.5% | +11.0% | +4.6% | +13.0% |
| 6M | +3.4% | +14.6% | -11.2% | +0.3% |
| YTD | -2.2% | +33.3% | -35.4% | -8.1% |
| 1Y | +2.6% | +37.9% | -35.3% | -4.4% |
| 3Y | +27.5% | +69.7% | -42.2% | +13.2% |
| 5Y | -20.1% | +190.2% | -210.2% | -37.3% |
| 10Y | +39.1% | +197.0% | -157.9% | +4.9% |
| All | +7,830.4% | +2,525.5% | +5,304.9% | +4,921.4% |
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