+30.6%
ORCL vs MP
-5.6%
+36.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.1% | 0.0% |
| 7D | -11.2% | -10.5% | -0.6% | -9.5% |
| 30D | -18.8% | -23.5% | +4.7% | -15.1% |
| 3M | -18.8% | -25.4% | +6.7% | -14.9% |
| 6M | -39.7% | -51.3% | +11.5% | -33.0% |
| YTD | -39.6% | -29.9% | -9.7% | -36.6% |
| 1Y | -51.7% | -31.8% | -19.9% | -49.3% |
| 3Y | +10.2% | +127.0% | -116.8% | -9.6% |
| All | +30.6% | -5.6% | +36.2% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling