+91.4%
ORCL vs MDB
-28.4%
+119.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.1% | +7.2% | +3.9% |
| 7D | +5.3% | -17.4% | +22.7% | +8.9% |
| 30D | +10.0% | -2.0% | +12.0% | +9.8% |
| 3M | -32.6% | -3.0% | -29.6% | -32.7% |
| 6M | +4.9% | +48.7% | -43.7% | -3.6% |
| YTD | -17.8% | -12.1% | -5.6% | -17.7% |
| 1Y | -28.0% | +14.5% | -42.5% | -31.3% |
| 3Y | +36.0% | -6.1% | +42.2% | +26.5% |
| All | +91.4% | -28.4% | +119.8% | +71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling