-32.6%
ORCL vs MXL
-28.8%
-3.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.5% | -2.5% | +2.3% |
| 7D | +5.3% | +1.6% | +3.6% | +5.0% |
| 30D | +10.0% | -7.0% | +17.0% | +10.1% |
| 3M | -32.6% | -33.4% | +0.8% | -31.9% |
| All | -32.6% | -28.8% | -3.8% | -31.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling