-49.6%
ORCL vs MULL
+260.4%
-310.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +12.3% | -9.1% | +1.6% |
| 7D | +0.5% | -27.1% | +27.6% | +3.5% |
| 30D | -15.3% | -54.2% | +38.9% | -8.2% |
| 3M | -18.2% | -42.0% | +23.7% | -14.0% |
| 6M | -38.4% | -43.5% | +5.1% | -38.5% |
| YTD | -37.7% | +199.9% | -237.6% | -51.5% |
| All | -49.6% | +260.4% | -310.0% | -62.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling