+138.4%
SHEL vs MDB
+924.6%
-786.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.5% |
| 7D | -3.9% | +3.0% | -6.9% | -4.1% |
| 30D | -3.7% | -11.3% | +7.7% | -3.2% |
| 3M | +9.1% | -23.0% | +32.1% | +10.0% |
| 6M | +16.7% | +14.8% | +1.9% | +14.9% |
| YTD | +36.8% | -19.4% | +56.3% | +36.6% |
| 1Y | +31.8% | -9.0% | +40.8% | +30.4% |
| 3Y | +67.9% | -10.3% | +78.2% | +62.3% |
| 5Y | +163.3% | -38.4% | +201.7% | +152.2% |
| All | +138.4% | +924.6% | -786.2% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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