+13.8%
ORCL vs MDB
-11.2%
+25.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.3% | -0.9% |
| 7D | +8.0% | +6.8% | +1.1% | +6.1% |
| 30D | -4.0% | -6.2% | +2.2% | -2.3% |
| 3M | -19.5% | -29.2% | +9.8% | -12.8% |
| 6M | -33.5% | +10.3% | -43.8% | -36.5% |
| YTD | -34.8% | -20.4% | -14.5% | -33.8% |
| 1Y | -41.6% | -4.8% | -36.8% | -43.3% |
| 3Y | +13.8% | -11.6% | +25.3% | +3.1% |
| All | +13.8% | -11.2% | +25.0% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling