+94.3%
ORCL vs MXL
+23.2%
+71.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.0% | -3.6% | +1.6% |
| 7D | +15.0% | +15.5% | -0.5% | +12.9% |
| 30D | +10.5% | -11.3% | +21.9% | +11.7% |
| 3M | -23.0% | -16.1% | -6.9% | -23.2% |
| 6M | +7.0% | +323.0% | -316.0% | -21.6% |
| YTD | -15.8% | +281.5% | -297.3% | -37.5% |
| 1Y | -31.1% | +319.3% | -350.4% | -50.0% |
| 3Y | +33.3% | +189.4% | -156.1% | -5.7% |
| 5Y | +94.3% | +26.0% | +68.3% | +61.9% |
| All | +94.3% | +23.2% | +71.1% | +61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling