+34.5%
ORCL vs MDB
-41.6%
+76.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.8% |
| 7D | -6.5% | -1.0% | -5.5% | -6.3% |
| 30D | -16.6% | -14.0% | -2.6% | -14.0% |
| 3M | -21.6% | -20.3% | -1.3% | -18.8% |
| 6M | -39.4% | +10.9% | -50.2% | -41.4% |
| YTD | -38.7% | -20.9% | -17.8% | -37.6% |
| 1Y | -50.4% | -11.2% | -39.1% | -50.6% |
| 3Y | +8.1% | -11.9% | +20.0% | +1.6% |
| 5Y | +34.5% | -40.2% | +74.7% | +22.5% |
| All | +34.5% | -41.6% | +76.1% | +22.5% |
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