+168.8%
ORCL vs MDB
+848.0%
-679.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.4% |
| 7D | -11.2% | -11.4% | +0.2% | -9.2% |
| 30D | -18.8% | -13.8% | -5.0% | -16.7% |
| 3M | -18.8% | -15.5% | -3.3% | -17.1% |
| 6M | -39.7% | +17.9% | -57.7% | -42.0% |
| YTD | -39.6% | -25.5% | -14.2% | -38.0% |
| 1Y | -51.7% | -12.1% | -39.7% | -51.8% |
| 3Y | +10.2% | -5.9% | +16.1% | +4.5% |
| 5Y | +30.8% | -43.7% | +74.5% | +23.9% |
| All | +168.8% | +848.0% | -679.2% | +59.0% |
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