+251.6%
ORCL vs MDY
+180.7%
+70.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.2% | 0.0% | +0.8% |
| 7D | +0.5% | +0.7% | -0.2% | +0.1% |
| 30D | -15.3% | +1.3% | -16.6% | -15.9% |
| 3M | -18.2% | -4.1% | -14.1% | -15.3% |
| 6M | -38.4% | +1.0% | -39.4% | -38.5% |
| YTD | -37.7% | +13.3% | -51.0% | -42.8% |
| 1Y | -49.3% | +15.7% | -65.0% | -54.1% |
| 3Y | +10.6% | +59.6% | -48.9% | -19.7% |
| 5Y | +35.5% | +36.3% | -0.8% | +8.4% |
| 10Y | +251.6% | +173.6% | +78.0% | +68.1% |
| All | +251.6% | +180.7% | +70.9% | +68.1% |
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