+179.0%
SHEL vs MOD
+1,486.5%
-1,307.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.6% | +0.3% |
| 7D | +2.2% | +9.6% | -7.3% | +1.5% |
| 30D | +6.8% | 0.0% | +6.8% | +6.7% |
| 3M | +8.1% | -35.4% | +43.5% | +11.3% |
| 6M | +14.4% | -7.3% | +21.7% | +13.4% |
| YTD | +30.0% | +45.8% | -15.8% | +23.1% |
| 1Y | +33.3% | +43.1% | -9.8% | +25.6% |
| 3Y | +66.4% | +297.7% | -231.2% | +34.9% |
| All | +179.0% | +1,486.5% | -1,307.5% | +91.1% |
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