+126.5%
SHEL vs MDB
+1,017.4%
-890.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +0.9% |
| 7D | +2.2% | -17.4% | +19.7% | +3.2% |
| 30D | +6.8% | -2.0% | +8.9% | +6.8% |
| 3M | +8.1% | -3.0% | +11.1% | +7.9% |
| 6M | +14.4% | +48.7% | -34.3% | +11.2% |
| YTD | +30.0% | -12.1% | +42.1% | +29.6% |
| 1Y | +33.3% | +14.5% | +18.8% | +30.7% |
| 3Y | +66.4% | -6.1% | +72.6% | +60.9% |
| 5Y | +178.6% | -27.3% | +205.9% | +164.3% |
| All | +126.5% | +1,017.4% | -890.9% | +62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling