+30.6%
ORCL vs MDY
+31.3%
-0.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.3% |
| 7D | -11.2% | -1.7% | -9.5% | -9.8% |
| 30D | -18.8% | -0.9% | -17.9% | -18.0% |
| 3M | -18.8% | -5.7% | -13.0% | -14.3% |
| 6M | -39.7% | -2.9% | -36.8% | -37.8% |
| YTD | -39.6% | +9.8% | -49.5% | -43.6% |
| 1Y | -51.7% | +13.5% | -65.2% | -56.1% |
| 3Y | +10.2% | +51.9% | -41.7% | -18.7% |
| All | +30.6% | +31.3% | -0.8% | +4.7% |
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