+43.3%
SHEL vs MOD
-33.0%
+76.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -21.4% | +19.2% | -2.1% |
| 7D | -3.2% | -31.3% | +28.2% | -3.2% |
| 30D | +5.5% | -46.1% | +51.6% | +5.5% |
| 3M | +14.4% | -51.1% | +65.5% | +14.4% |
| 6M | +16.2% | -62.1% | +78.2% | +16.5% |
| YTD | +42.4% | -26.2% | +68.6% | +37.6% |
| 1Y | +43.3% | -32.6% | +75.8% | +38.8% |
| All | +43.3% | -33.0% | +76.2% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling