+246.0%
ORCL vs MDT
+58.3%
+187.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.2% |
| 7D | -6.5% | +2.7% | -9.2% | -7.3% |
| 30D | -16.6% | +14.8% | -31.4% | -20.2% |
| 3M | -21.6% | +14.6% | -36.2% | -25.2% |
| 6M | -39.4% | +35.7% | -75.1% | -45.6% |
| YTD | -38.7% | +8.5% | -47.1% | -40.9% |
| 1Y | -50.4% | +13.3% | -63.6% | -53.0% |
| 3Y | +8.1% | +58.6% | -50.5% | -12.7% |
| 5Y | +34.5% | -2.6% | +37.2% | +32.2% |
| 10Y | +246.0% | +60.0% | +186.1% | +174.3% |
| All | +246.0% | +58.3% | +187.7% | +174.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling