+358.8%
ORCL vs MPC
+2,885.5%
-2,526.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.9% | -3.0% | -6.1% |
| 7D | -17.5% | -12.8% | -4.7% | -15.1% |
| 30D | -20.2% | -12.7% | -7.4% | -18.1% |
| 3M | -19.9% | +27.1% | -47.0% | -24.4% |
| 6M | -37.4% | +45.8% | -83.2% | -43.0% |
| YTD | -40.1% | +134.7% | -174.8% | -51.1% |
| 1Y | -53.4% | +106.0% | -159.4% | -60.9% |
| 3Y | +10.4% | +165.5% | -155.1% | -14.1% |
| 5Y | +29.8% | +540.9% | -511.1% | -19.0% |
| 10Y | +249.2% | +1,133.6% | -884.4% | +68.8% |
| All | +358.8% | +2,885.5% | -2,526.7% | +45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling