+165.7%
SHEL vs MOD
+815.4%
-649.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -1.6% | +16.1% | -17.7% | -2.6% |
| 30D | -4.3% | -38.5% | +34.2% | -1.4% |
| 3M | +10.4% | -46.8% | +57.2% | +14.6% |
| 6M | +17.5% | -61.6% | +79.1% | +24.3% |
| YTD | +37.8% | -20.5% | +58.3% | +35.5% |
| 1Y | +33.8% | -28.0% | +61.8% | +32.2% |
| 3Y | +69.1% | +134.9% | -65.9% | +42.3% |
| 5Y | +165.7% | +833.2% | -667.5% | +97.4% |
| All | +165.7% | +815.4% | -649.7% | +97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling