+130.7%
ORCL vs MP
+257.7%
-126.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.1% | +0.2% |
| 7D | -11.2% | -10.5% | -0.6% | -9.9% |
| 30D | -18.8% | -23.5% | +4.7% | -16.1% |
| 3M | -18.8% | -25.4% | +6.7% | -15.9% |
| 6M | -39.7% | -51.3% | +11.5% | -34.9% |
| YTD | -39.6% | -29.9% | -9.7% | -37.3% |
| 1Y | -51.7% | -31.8% | -19.9% | -49.8% |
| 3Y | +10.2% | +127.0% | -116.8% | -1.3% |
| 5Y | +30.8% | -3.3% | +34.1% | +23.8% |
| All | +130.7% | +257.7% | -126.9% | +105.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling