+177.3%
ORCL vs MDB
+892.0%
-714.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.6% | -1.5% | +2.4% |
| 7D | +0.5% | -0.9% | +1.4% | +0.7% |
| 30D | -15.3% | -15.2% | -0.1% | -12.8% |
| 3M | -18.2% | -17.9% | -0.3% | -16.1% |
| 6M | -38.4% | +9.3% | -47.7% | -40.0% |
| YTD | -37.7% | -22.0% | -15.7% | -36.5% |
| 1Y | -49.3% | -9.3% | -39.9% | -49.6% |
| 3Y | +10.6% | -10.4% | +21.0% | +5.3% |
| 5Y | +35.5% | -43.2% | +78.7% | +27.9% |
| All | +177.3% | +892.0% | -714.7% | +62.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling