+363.4%
ORCL vs MDT
+39.9%
+323.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.2% | +2.9% |
| 7D | +15.0% | +0.4% | +14.6% | +14.9% |
| 30D | +10.5% | +6.0% | +4.5% | +8.4% |
| 3M | -23.0% | +15.5% | -38.5% | -26.8% |
| 6M | +7.0% | +3.4% | +3.6% | +5.3% |
| YTD | -15.8% | -2.2% | -13.7% | -15.9% |
| 1Y | -31.1% | +2.6% | -33.7% | -32.8% |
| 3Y | +33.3% | +27.5% | +5.8% | +17.0% |
| 5Y | +94.3% | -20.1% | +114.4% | +105.9% |
| 10Y | +363.4% | +39.1% | +324.3% | +286.3% |
| All | +363.4% | +39.9% | +323.5% | +286.3% |
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