-51.7%
ORCL vs MDB
-13.6%
-38.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | -0.1% |
| 7D | -11.2% | -11.4% | +0.2% | -7.4% |
| 30D | -18.8% | -13.8% | -5.0% | -14.8% |
| 3M | -18.8% | -15.5% | -3.3% | -16.2% |
| 6M | -39.7% | +17.9% | -57.7% | -44.9% |
| YTD | -39.6% | -25.5% | -14.2% | -39.1% |
| 1Y | -51.7% | -12.1% | -39.7% | -52.2% |
| All | -51.7% | -13.6% | -38.2% | -52.2% |
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