+32.7%
ORCL vs MPC
+181.4%
-148.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.0% |
| 7D | +5.3% | +5.4% | -0.2% | +4.4% |
| 30D | +10.0% | +31.0% | -21.0% | +5.2% |
| 3M | -32.6% | +46.0% | -78.6% | -36.9% |
| 6M | +4.9% | +77.3% | -72.4% | -6.1% |
| YTD | -17.8% | +141.9% | -159.7% | -31.0% |
| 1Y | -28.0% | +120.9% | -148.9% | -38.5% |
| All | +32.7% | +181.4% | -148.7% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling