-28.0%
ORCL vs MLM
-15.9%
-12.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +1.9% | +2.9% |
| 7D | +5.3% | -2.9% | +8.2% | +5.6% |
| 30D | +10.0% | -6.8% | +16.8% | +10.8% |
| 3M | -32.6% | -11.2% | -21.3% | -31.8% |
| 6M | +4.9% | -21.8% | +26.8% | +8.3% |
| YTD | -17.8% | -17.0% | -0.8% | -15.6% |
| 1Y | -28.0% | -16.4% | -11.6% | -26.3% |
| All | -28.0% | -15.9% | -12.1% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 1y: compounded portfolio wealth divided by compounded MLM 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…
1y analysis · Full analysis span regression · 6 months rolling