+251.6%
ORCL vs MAR
+540.7%
-289.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.1% |
| 7D | +0.5% | +0.2% | +0.3% | +0.4% |
| 30D | -15.3% | +14.0% | -29.3% | -18.3% |
| 3M | -18.2% | +18.1% | -36.3% | -22.0% |
| 6M | -38.4% | +18.6% | -57.0% | -41.7% |
| YTD | -37.7% | +35.3% | -73.0% | -43.4% |
| 1Y | -49.3% | +44.5% | -93.7% | -54.9% |
| 3Y | +10.6% | +120.7% | -110.1% | -13.2% |
| 5Y | +35.5% | +164.1% | -128.6% | +0.4% |
| 10Y | +251.6% | +515.5% | -263.9% | +138.3% |
| All | +251.6% | +540.7% | -289.2% | +138.3% |
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