-41.6%
ORCL vs MPC
+113.7%
-155.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.4% |
| 7D | +8.0% | +11.2% | -3.3% | +7.2% |
| 30D | -4.0% | -14.5% | +10.5% | -4.1% |
| 3M | -19.5% | +16.7% | -36.1% | -20.6% |
| 6M | -33.5% | +67.6% | -101.0% | -35.9% |
| YTD | -34.8% | +157.9% | -192.8% | -39.4% |
| 1Y | -41.6% | +116.7% | -158.3% | -40.3% |
| All | -41.6% | +113.7% | -155.4% | -40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling