+2,829.2%
ORCL vs MAR
+3,116.5%
-287.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -11.2% | +4.3% | -15.5% | -12.7% |
| 30D | -18.8% | +16.8% | -35.7% | -23.6% |
| 3M | -18.8% | +16.0% | -34.8% | -23.5% |
| 6M | -39.7% | +16.5% | -56.2% | -43.8% |
| YTD | -39.6% | +35.0% | -74.7% | -47.1% |
| 1Y | -51.7% | +49.4% | -101.1% | -59.6% |
| 3Y | +10.2% | +124.1% | -113.8% | -21.8% |
| 5Y | +30.8% | +159.2% | -128.4% | -14.2% |
| 10Y | +252.1% | +553.9% | -301.9% | +39.9% |
| All | +2,829.2% | +3,116.5% | -287.3% | +373.9% |
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 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