+270.3%
ORCL vs MDY
+165.3%
+104.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | +8.0% | +2.3% | +5.7% | +6.2% |
| 30D | -4.0% | +2.0% | -6.0% | -5.2% |
| 3M | -19.5% | -5.6% | -13.8% | -15.5% |
| 6M | -33.5% | +1.3% | -34.8% | -33.6% |
| YTD | -34.8% | +12.3% | -47.2% | -39.7% |
| 1Y | -41.6% | +15.8% | -57.4% | -47.2% |
| 3Y | +13.8% | +56.5% | -42.7% | -16.2% |
| 5Y | +43.4% | +35.1% | +8.2% | +15.5% |
| All | +270.3% | +165.3% | +104.9% | +80.0% |
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