+1,131.5%
SHEL vs MDY
+2,644.5%
-1,513.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +3.0% |
| 7D | +1.9% | +1.0% | +0.9% | +1.1% |
| 30D | +8.7% | -3.1% | +11.8% | +11.1% |
| 3M | +11.0% | +1.8% | +9.1% | +9.0% |
| 6M | +14.6% | +10.8% | +3.8% | +5.1% |
| YTD | +33.3% | +14.4% | +18.8% | +19.1% |
| 1Y | +37.9% | +15.2% | +22.7% | +22.3% |
| 3Y | +69.7% | +51.2% | +18.6% | +20.2% |
| 5Y | +190.2% | +47.2% | +142.9% | +104.8% |
| 10Y | +197.0% | +171.1% | +25.9% | +35.3% |
| All | +1,131.5% | +2,644.5% | -1,513.0% | +43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling