+4,524.1%
MU vs ORCL
+274.6%
+4,249.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.1% |
| 7D | +21.6% | +10.4% | +11.3% | +15.8% |
| 30D | -16.2% | -11.2% | -5.0% | -10.3% |
| 3M | -12.4% | -16.8% | +4.4% | -3.7% |
| 6M | +4.2% | -31.5% | +35.7% | +24.6% |
| YTD | +180.0% | -33.9% | +213.9% | +234.1% |
| 1Y | +226.4% | -43.3% | +269.6% | +321.0% |
| 3Y | +969.7% | +16.5% | +953.3% | +686.7% |
| 5Y | +957.9% | +45.4% | +912.5% | +537.7% |
| All | +4,524.1% | +274.6% | +4,249.5% | +1,213.8% |
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