+251.6%
ORCL vs MPC
+1,165.8%
-914.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.6% | -1.4% | +2.3% |
| 7D | +0.5% | -9.4% | +9.9% | +2.4% |
| 30D | -15.3% | -14.3% | -1.0% | -12.9% |
| 3M | -18.2% | +31.1% | -49.3% | -22.9% |
| 6M | -38.4% | +60.3% | -98.7% | -44.5% |
| YTD | -37.7% | +142.5% | -180.2% | -48.8% |
| 1Y | -49.3% | +104.6% | -153.8% | -56.8% |
| 3Y | +10.6% | +191.7% | -181.1% | -14.2% |
| 5Y | +35.5% | +549.2% | -513.7% | -13.1% |
| 10Y | +251.6% | +1,106.2% | -854.6% | +98.9% |
| All | +251.6% | +1,165.8% | -914.2% | +98.9% |
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