+37.3%
SHEL vs MDLN
-2.7%
+40.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.2% |
| 7D | +3.0% | -6.2% | +9.2% | +2.6% |
| 30D | +7.2% | +0.7% | +6.5% | +7.3% |
| 3M | +12.9% | -5.4% | +18.3% | +13.2% |
| 6M | +13.7% | -21.6% | +35.3% | +13.2% |
| YTD | +33.7% | -18.9% | +52.6% | +32.9% |
| All | +37.3% | -2.7% | +40.0% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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