+855.4%
MU vs ORCL
+11.3%
+844.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +4.8% |
| 7D | -22.0% | -11.2% | -10.9% | -17.4% |
| 30D | -36.6% | -18.8% | -17.7% | -30.3% |
| 3M | -21.7% | -18.8% | -2.9% | -14.3% |
| 6M | +3.5% | -39.7% | +43.3% | +26.8% |
| YTD | +141.9% | -39.6% | +181.6% | +193.1% |
| 1Y | +189.8% | -51.7% | +241.6% | +285.4% |
| 3Y | +855.4% | +10.2% | +845.1% | +632.0% |
| All | +855.4% | +11.3% | +844.1% | +632.0% |
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