+32.7%
ORCL vs MAR
+68.4%
-35.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +2.9% | +3.0% |
| 7D | +5.3% | -4.2% | +9.4% | +6.7% |
| 30D | +10.0% | -6.7% | +16.6% | +12.3% |
| 3M | -32.6% | -12.5% | -20.1% | -30.0% |
| 6M | +4.9% | +0.6% | +4.4% | +2.6% |
| YTD | -17.8% | +9.1% | -26.9% | -22.5% |
| 1Y | -28.0% | +26.2% | -54.2% | -37.5% |
| All | +32.7% | +68.4% | -35.7% | -4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling