+346.9%
ORCL vs MAR
+424.3%
-77.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +2.9% | +3.0% |
| 7D | +5.3% | -4.2% | +9.4% | +6.5% |
| 30D | +10.0% | -6.7% | +16.6% | +12.0% |
| 3M | -32.6% | -12.5% | -20.1% | -30.4% |
| 6M | +4.9% | +0.6% | +4.4% | +3.8% |
| YTD | -17.8% | +9.1% | -26.9% | -20.7% |
| 1Y | -28.0% | +26.2% | -54.2% | -33.9% |
| 3Y | +36.0% | +68.2% | -32.1% | +14.8% |
| 5Y | +88.7% | +163.9% | -75.2% | +41.2% |
| All | +346.9% | +424.3% | -77.4% | +182.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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