-8.1%
ORCL vs MDLN
-0.9%
-7.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.2% | +7.5% | +2.5% |
| 7D | +15.0% | -1.2% | +16.2% | +15.0% |
| 30D | +10.5% | -1.5% | +12.1% | +10.5% |
| 3M | -23.0% | +2.6% | -25.6% | -23.1% |
| 6M | +7.0% | -20.9% | +27.8% | +9.4% |
| YTD | -15.8% | -17.4% | +1.6% | -16.5% |
| All | -8.1% | -0.9% | -7.2% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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