+242.0%
ORCL vs MLM
+190.7%
+51.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -5.2% | -1.8% | -5.4% |
| 7D | -17.5% | -1.2% | -16.3% | -17.3% |
| 30D | -20.2% | +7.9% | -28.1% | -22.1% |
| 3M | -19.9% | -4.5% | -15.5% | -19.1% |
| 6M | -37.4% | -12.6% | -24.8% | -35.4% |
| YTD | -40.1% | -14.9% | -25.3% | -38.0% |
| 1Y | -53.4% | -13.1% | -40.3% | -52.0% |
| 3Y | +10.4% | +21.2% | -10.8% | +2.1% |
| 5Y | +29.8% | +32.0% | -2.2% | +15.4% |
| All | +242.0% | +190.7% | +51.2% | +148.7% |
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