+277.8%
ORCL vs MXL
+191.0%
+86.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +11.4% | -2.6% | +7.1% |
| 7D | +3.8% | +5.5% | -1.7% | +2.6% |
| 30D | -6.6% | -32.6% | +26.1% | -1.8% |
| 3M | -11.4% | -13.1% | +1.7% | -10.9% |
| 6M | -33.3% | -41.4% | +8.1% | -31.1% |
| YTD | -33.3% | +243.9% | -277.2% | -50.5% |
| 1Y | -44.9% | +305.1% | -350.0% | -60.3% |
| 3Y | +17.6% | +260.1% | -242.4% | -20.2% |
| 5Y | +46.1% | -12.1% | +58.1% | +19.0% |
| 10Y | +277.8% | +182.8% | +95.0% | +113.1% |
| All | +277.8% | +191.0% | +86.7% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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