+244.8%
ORCL vs MDT
+59.2%
+185.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.6% |
| 7D | -11.2% | +5.4% | -16.6% | -12.7% |
| 30D | -18.8% | +19.1% | -37.9% | -23.3% |
| 3M | -18.8% | +19.5% | -38.2% | -23.5% |
| 6M | -39.7% | +33.5% | -73.2% | -45.6% |
| YTD | -39.6% | +8.7% | -48.3% | -41.8% |
| 1Y | -51.7% | +16.8% | -68.5% | -54.8% |
| 3Y | +10.2% | +53.0% | -42.7% | -9.6% |
| 5Y | +30.8% | -2.9% | +33.7% | +28.7% |
| All | +244.8% | +59.2% | +185.6% | +173.2% |
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