+14.4%
SHEL vs MOD
-10.4%
+24.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.6% | +0.8% |
| 7D | +2.2% | +9.6% | -7.3% | +2.5% |
| 30D | +6.8% | 0.0% | +6.8% | +6.9% |
| 3M | +8.1% | -35.4% | +43.5% | +6.7% |
| 6M | +14.4% | -7.3% | +21.7% | +15.9% |
| All | +14.4% | -10.4% | +24.8% | +15.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling