+29.8%
ORCL vs MPC
+551.6%
-521.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.9% | -3.0% | -6.3% |
| 7D | -17.5% | -12.8% | -4.7% | -15.7% |
| 30D | -20.2% | -12.7% | -7.4% | -18.6% |
| 3M | -19.9% | +27.1% | -47.0% | -23.6% |
| 6M | -37.4% | +45.8% | -83.2% | -42.0% |
| YTD | -40.1% | +134.7% | -174.8% | -49.7% |
| 1Y | -53.4% | +106.0% | -159.4% | -59.8% |
| 3Y | +10.4% | +165.5% | -155.1% | -11.9% |
| 5Y | +29.8% | +540.9% | -511.1% | -16.7% |
| All | +29.8% | +551.6% | -521.8% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling