+244.8%
ORCL vs MAR
+544.2%
-299.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -11.2% | +4.3% | -15.5% | -12.2% |
| 30D | -18.8% | +16.8% | -35.7% | -22.2% |
| 3M | -18.8% | +16.0% | -34.8% | -22.1% |
| 6M | -39.7% | +16.5% | -56.2% | -42.6% |
| YTD | -39.6% | +35.0% | -74.7% | -45.1% |
| 1Y | -51.7% | +49.4% | -101.1% | -57.6% |
| 3Y | +10.2% | +124.1% | -113.8% | -13.8% |
| 5Y | +30.8% | +159.2% | -128.4% | -2.7% |
| All | +244.8% | +544.2% | -299.4% | +134.6% |
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