+192.5%
SHEL vs MDB
-22.0%
+214.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | +0.2% |
| 7D | +3.9% | -2.8% | +6.7% | +4.0% |
| 30D | +7.0% | -14.9% | +21.8% | +7.4% |
| 3M | +12.5% | +7.3% | +5.1% | +12.0% |
| 6M | +14.8% | +38.2% | -23.4% | +13.1% |
| YTD | +34.2% | -10.9% | +45.1% | +34.0% |
| 1Y | +37.0% | +11.6% | +25.4% | +35.4% |
| 3Y | +70.9% | -0.9% | +71.8% | +66.2% |
| 5Y | +192.5% | -23.5% | +216.1% | +184.2% |
| All | +192.5% | -22.0% | +214.5% | +184.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling