-41.6%
ORCL vs MULL
+322.2%
-363.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.2% | +3.8% | -0.7% |
| 7D | +8.0% | +24.5% | -16.6% | +4.8% |
| 30D | -4.0% | -35.5% | +31.5% | 0.0% |
| 3M | -19.5% | -44.8% | +25.3% | -15.3% |
| 6M | -33.5% | -45.5% | +12.0% | -33.4% |
| YTD | -34.8% | +232.5% | -267.4% | -49.5% |
| 1Y | -41.6% | +343.3% | -384.9% | -57.7% |
| All | -41.6% | +322.2% | -363.8% | -57.7% |
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