+8.1%
ORCL vs MXL
+231.7%
-223.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.7% | +2.2% | -1.0% |
| 7D | -6.5% | -15.9% | +9.3% | -4.8% |
| 30D | -16.6% | -44.0% | +27.5% | -10.8% |
| 3M | -21.6% | -21.3% | -0.3% | -19.9% |
| 6M | -39.4% | -46.1% | +6.7% | -36.8% |
| YTD | -38.7% | +208.8% | -247.5% | -53.1% |
| 1Y | -50.4% | +255.5% | -305.9% | -63.0% |
| 3Y | +8.1% | +223.3% | -215.2% | -25.7% |
| All | +8.1% | +231.7% | -223.6% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling