+271.4%
ORCL vs MGY
+206.7%
+64.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | 0.0% | +2.0% |
| 7D | +15.0% | -0.9% | +15.9% | +15.1% |
| 30D | +10.5% | +10.1% | +0.4% | +8.9% |
| 3M | -23.0% | -1.5% | -21.5% | -23.1% |
| 6M | +7.0% | -4.9% | +11.9% | +7.1% |
| YTD | -15.8% | +27.7% | -43.5% | -19.7% |
| 1Y | -31.1% | +20.1% | -51.1% | -33.7% |
| 3Y | +33.3% | +24.9% | +8.4% | +26.4% |
| 5Y | +94.3% | +91.6% | +2.7% | +69.7% |
| All | +271.4% | +206.7% | +64.7% | +248.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 all: compounded portfolio wealth divided by compounded MGY 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…
all analysis · Full analysis span regression · 6 months rolling