+669.0%
ORCL vs MXL
+249.5%
+419.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.5% |
| 3M | -32.6% | -33.4% | +0.8% | -30.6% |
| 6M | +4.9% | +260.2% | -255.2% | -21.2% |
| YTD | -17.8% | +260.0% | -277.7% | -38.5% |
| 1Y | -28.0% | +303.5% | -331.5% | -47.5% |
| 3Y | +36.0% | +160.4% | -124.4% | -1.5% |
| 5Y | +88.7% | +14.7% | +74.0% | +48.6% |
| 10Y | +346.9% | +215.6% | +131.3% | +171.1% |
| All | +669.0% | +249.5% | +419.5% | +294.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling