+70.0%
SHEL vs MDY
+47.3%
+22.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | +3.9% | -2.5% | +6.4% | +4.8% |
| 30D | +7.0% | -5.0% | +12.0% | +8.9% |
| 3M | +12.5% | +0.5% | +12.0% | +11.9% |
| 6M | +14.8% | +8.0% | +6.8% | +10.6% |
| YTD | +34.2% | +12.2% | +22.0% | +26.9% |
| 1Y | +37.0% | +14.0% | +23.0% | +28.4% |
| All | +70.0% | +47.3% | +22.8% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling