+244.8%
ORCL vs MLM
+185.4%
+59.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.7% | +1.4% |
| 7D | -11.2% | -4.1% | -7.0% | -10.1% |
| 30D | -18.8% | +8.2% | -27.0% | -20.9% |
| 3M | -18.8% | -3.6% | -15.2% | -18.2% |
| 6M | -39.7% | -15.6% | -24.2% | -37.2% |
| YTD | -39.6% | -16.4% | -23.2% | -37.1% |
| 1Y | -51.7% | -14.3% | -37.4% | -50.2% |
| 3Y | +10.2% | +19.3% | -9.1% | +2.4% |
| 5Y | +30.8% | +29.6% | +1.2% | +17.0% |
| All | +244.8% | +185.4% | +59.4% | +152.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling