+2,805.5%
ORCL vs MAR
+3,122.8%
-317.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.8% | -5.1% | -6.3% |
| 7D | -17.5% | +4.4% | -21.9% | -19.0% |
| 30D | -20.2% | +15.5% | -35.7% | -24.6% |
| 3M | -19.9% | +15.7% | -35.7% | -24.6% |
| 6M | -37.4% | +18.2% | -55.6% | -42.0% |
| YTD | -40.1% | +35.3% | -75.4% | -47.6% |
| 1Y | -53.4% | +48.6% | -102.0% | -60.9% |
| 3Y | +10.4% | +124.3% | -113.9% | -21.8% |
| 5Y | +29.8% | +159.7% | -129.9% | -15.0% |
| 10Y | +249.2% | +555.2% | -306.0% | +38.7% |
| All | +2,805.5% | +3,122.8% | -317.3% | +369.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling