+91.4%
ORCL vs MDY
+46.2%
+45.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +2.9% | +3.0% |
| 7D | +5.3% | +0.1% | +5.1% | +5.2% |
| 30D | +10.0% | -1.5% | +11.5% | +11.5% |
| 3M | -32.6% | +0.8% | -33.3% | -32.8% |
| 6M | +4.9% | +7.4% | -2.5% | -0.6% |
| YTD | -17.8% | +15.2% | -32.9% | -26.3% |
| 1Y | -28.0% | +16.5% | -44.5% | -36.2% |
| 3Y | +36.0% | +46.8% | -10.8% | +1.9% |
| All | +91.4% | +46.2% | +45.2% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling