+145.9%
ORCL vs MP
+262.7%
-116.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.1% | +3.1% | -1.3% |
| 7D | -14.4% | -12.5% | -1.9% | -13.0% |
| 30D | -12.8% | -23.3% | +10.5% | -10.0% |
| 3M | -14.8% | -24.4% | +9.6% | -11.9% |
| 6M | -30.9% | -45.8% | +14.9% | -26.1% |
| YTD | -35.7% | -28.9% | -6.8% | -33.3% |
| 1Y | -49.5% | -34.6% | -14.9% | -47.3% |
| 3Y | +18.6% | +118.7% | -100.1% | +6.4% |
| 5Y | +38.4% | -3.1% | +41.5% | +30.7% |
| All | +145.9% | +262.7% | -116.8% | +118.5% |
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