-37.2%
ORCL vs MUZ
-52.7%
+15.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -23.9% | +32.7% | +5.2% |
| 7D | +3.8% | -17.7% | +21.4% | +2.6% |
| 30D | -6.6% | +14.5% | -21.0% | -2.6% |
| 3M | -11.4% | -25.7% | +14.3% | -9.9% |
| All | -37.2% | -52.7% | +15.6% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MUZ.
Daily Out/Under-Performance
Portfolio return minus MUZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUZ 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 MUZ 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 · Available span rolling