-35.3%
ORCL vs MULL
+1,100.2%
-1,135.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +12.3% | -9.1% | +1.4% |
| 7D | +0.5% | -27.1% | +27.6% | +4.1% |
| 30D | -15.3% | -54.2% | +38.9% | -6.5% |
| 3M | -18.2% | -42.0% | +23.7% | -13.4% |
| 6M | -38.4% | -43.5% | +5.1% | -39.9% |
| YTD | -37.7% | +199.9% | -237.6% | -56.8% |
| 1Y | -49.3% | +292.8% | -342.1% | -67.2% |
| All | -35.3% | +1,100.2% | -1,135.5% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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