-7.7%
ORCL vs MUU
+2,723.9%
-2,731.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +11.6% | -8.5% | +1.5% |
| 7D | +5.3% | +17.4% | -12.1% | +2.9% |
| 30D | +10.0% | +24.0% | -14.0% | +6.3% |
| 3M | -32.6% | -23.9% | -8.7% | -34.4% |
| 6M | +4.9% | +284.4% | -279.5% | -24.5% |
| YTD | -17.8% | +583.7% | -601.5% | -48.5% |
| 1Y | -28.0% | +2,981.5% | -3,009.5% | -67.9% |
| All | -7.7% | +2,723.9% | -2,731.6% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MUU.
Daily Out/Under-Performance
Portfolio return minus MUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUU 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 MUU 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