-50.4%
ORCL vs MXL
+252.3%
-302.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.7% | +2.2% | -1.1% |
| 7D | -6.5% | -15.9% | +9.3% | -5.2% |
| 30D | -16.6% | -44.0% | +27.5% | -12.5% |
| 3M | -21.6% | -21.3% | -0.3% | -20.0% |
| 6M | -39.4% | -46.1% | +6.7% | -37.3% |
| YTD | -38.7% | +208.8% | -247.5% | -53.7% |
| 1Y | -50.4% | +255.5% | -305.9% | -63.5% |
| All | -50.4% | +252.3% | -302.6% | -63.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling