+4,407.5%
MU vs ORCL
+269.4%
+4,138.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -1.8% |
| 7D | +12.8% | +8.0% | +4.8% | +8.6% |
| 30D | -14.9% | -4.0% | -10.9% | -12.3% |
| 3M | -18.0% | -19.5% | +1.4% | -8.4% |
| 6M | -3.1% | -33.5% | +30.3% | +17.6% |
| YTD | +172.9% | -34.8% | +207.7% | +228.1% |
| 1Y | +228.8% | -41.6% | +270.5% | +317.7% |
| 3Y | +950.8% | +13.8% | +937.1% | +683.4% |
| 5Y | +931.3% | +43.4% | +887.9% | +526.3% |
| All | +4,407.5% | +269.4% | +4,138.1% | +1,190.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ORCL.
Daily Out/Under-Performance
Portfolio return minus ORCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORCL 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 10y: compounded portfolio wealth divided by compounded ORCL 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…
10y analysis · Full analysis span regression · 6 months rolling