+808.8%
MU vs ORCL
+10.4%
+798.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -6.9% | -10.5% | -14.3% |
| 7D | -29.7% | -17.5% | -12.3% | -23.1% |
| 30D | -37.2% | -20.2% | -17.1% | -30.5% |
| 3M | -26.5% | -19.9% | -6.6% | -19.1% |
| 6M | +2.6% | -37.4% | +40.0% | +23.8% |
| YTD | +130.1% | -40.1% | +170.3% | +179.8% |
| 1Y | +176.7% | -53.4% | +230.1% | +273.3% |
| All | +808.8% | +10.4% | +798.4% | +598.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling