-28.0%
ORCL vs MDT
+5.4%
-33.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +1.9% | +3.6% |
| 7D | +5.3% | +3.2% | +2.0% | +6.8% |
| 30D | +10.0% | +9.5% | +0.5% | +15.0% |
| 3M | -32.6% | +16.0% | -48.6% | -27.1% |
| 6M | +4.9% | +0.2% | +4.7% | +2.2% |
| YTD | -17.8% | -0.3% | -17.5% | -19.6% |
| 1Y | -28.0% | +4.7% | -32.7% | -12.1% |
| All | -28.0% | +5.4% | -33.4% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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