+214.4%
ORCL vs MP
+450.8%
-236.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.7% | +2.9% |
| 7D | +5.3% | -2.9% | +8.1% | +5.6% |
| 30D | +10.0% | +13.8% | -3.9% | +8.2% |
| 3M | -32.6% | -16.7% | -15.9% | -31.5% |
| 6M | +4.9% | -11.5% | +16.4% | +5.6% |
| YTD | -17.8% | +7.9% | -25.7% | -18.9% |
| 1Y | -28.0% | -15.0% | -13.0% | -28.1% |
| 3Y | +36.0% | +153.5% | -117.5% | +18.4% |
| 5Y | +88.7% | +58.7% | +30.1% | +69.6% |
| All | +214.4% | +450.8% | -236.4% | +165.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling