+210.0%
SHEL vs MDY
+177.2%
+32.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.2% |
| 7D | +4.1% | -1.9% | +6.0% | +5.6% |
| 30D | +8.4% | -4.6% | +13.0% | +12.2% |
| 3M | +13.7% | -1.2% | +14.9% | +14.3% |
| 6M | +12.7% | +9.2% | +3.5% | +4.0% |
| YTD | +35.3% | +13.1% | +22.3% | +21.1% |
| 1Y | +39.4% | +13.0% | +26.4% | +24.4% |
| 3Y | +71.5% | +49.2% | +22.2% | +17.9% |
| 5Y | +195.0% | +47.2% | +147.8% | +98.8% |
| All | +210.0% | +177.2% | +32.8% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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