+244.8%
ORCL vs MPC
+1,096.9%
-852.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.1% |
| 7D | -11.2% | -16.2% | +5.0% | -8.0% |
| 30D | -18.8% | -15.7% | -3.1% | -16.3% |
| 3M | -18.8% | +24.9% | -43.7% | -22.7% |
| 6M | -39.7% | +52.7% | -92.4% | -45.2% |
| YTD | -39.6% | +131.9% | -171.5% | -50.0% |
| 1Y | -51.7% | +96.6% | -148.4% | -58.6% |
| 3Y | +10.2% | +163.8% | -153.5% | -12.8% |
| 5Y | +30.8% | +533.1% | -502.3% | -15.7% |
| All | +244.8% | +1,096.9% | -852.1% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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