+11,810.3%
ORCL vs MLM
+2,961.7%
+8,848.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +1.9% | +2.7% |
| 7D | +5.3% | -2.9% | +8.2% | +6.2% |
| 30D | +10.0% | -6.8% | +16.8% | +12.4% |
| 3M | -32.6% | -11.2% | -21.3% | -30.4% |
| 6M | +4.9% | -21.8% | +26.8% | +12.2% |
| YTD | -17.8% | -17.0% | -0.8% | -13.8% |
| 1Y | -28.0% | -16.4% | -11.6% | -24.9% |
| 3Y | +36.0% | +14.5% | +21.5% | +28.0% |
| 5Y | +88.7% | +41.7% | +47.0% | +64.6% |
| 10Y | +346.9% | +200.0% | +146.9% | +188.6% |
| All | +11,810.3% | +2,961.7% | +8,848.6% | +3,325.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling