-49.5%
ORCL vs MP
-35.7%
-13.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.1% | +3.1% | -0.2% |
| 7D | -14.4% | -12.5% | -1.9% | -10.4% |
| 30D | -12.8% | -23.3% | +10.5% | -4.9% |
| 3M | -14.8% | -24.4% | +9.6% | -7.2% |
| 6M | -30.9% | -45.8% | +14.9% | -18.1% |
| YTD | -35.7% | -28.9% | -6.8% | -30.1% |
| 1Y | -49.5% | -34.6% | -14.9% | -44.6% |
| All | -49.5% | -35.7% | -13.8% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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