+9,215.5%
ORCL vs MLM
+3,210.3%
+6,005.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -2.7% |
| 7D | -14.4% | +9.1% | -23.5% | -16.9% |
| 30D | -12.8% | +14.6% | -27.5% | -16.7% |
| 3M | -14.8% | +0.3% | -15.1% | -15.2% |
| 6M | -30.9% | -7.5% | -23.4% | -29.9% |
| YTD | -35.7% | -10.2% | -25.4% | -34.4% |
| 1Y | -49.5% | -10.5% | -39.0% | -48.5% |
| 3Y | +18.6% | +27.8% | -9.2% | +7.7% |
| 5Y | +38.4% | +38.9% | -0.5% | +21.1% |
| 10Y | +275.2% | +211.4% | +63.8% | +139.0% |
| All | +9,215.5% | +3,210.3% | +6,005.2% | +2,505.2% |
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