+368.8%
ORCL vs MDY
+170.4%
+198.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | +0.2% |
| 7D | +10.9% | -0.8% | +11.7% | +11.5% |
| 30D | +7.0% | -3.9% | +10.9% | +10.3% |
| 3M | -21.2% | 0.0% | -21.1% | -21.1% |
| 6M | +7.4% | +8.5% | -1.2% | +1.5% |
| YTD | -16.3% | +13.2% | -29.5% | -23.3% |
| 1Y | -32.3% | +15.0% | -47.3% | -38.8% |
| 3Y | +32.6% | +49.6% | -17.0% | +0.2% |
| 5Y | +93.1% | +46.0% | +47.1% | +46.9% |
| 10Y | +368.8% | +176.4% | +192.4% | +122.2% |
| All | +368.8% | +170.4% | +198.3% | +122.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling