-28.0%
ORCL vs MDB
+18.3%
-46.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.1% | +7.2% | +4.4% |
| 7D | +5.3% | -17.4% | +22.7% | +11.6% |
| 30D | +10.0% | -2.0% | +12.0% | +9.2% |
| 3M | -32.6% | -3.0% | -29.6% | -33.0% |
| 6M | +4.9% | +48.7% | -43.7% | -10.9% |
| YTD | -17.8% | -12.1% | -5.6% | -19.5% |
| 1Y | -28.0% | +14.5% | -42.5% | -35.1% |
| All | -28.0% | +18.3% | -46.3% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 1y: compounded portfolio wealth divided by compounded MDB 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…
1y analysis · Full analysis span regression · 6 months rolling