+251.6%
ORCL vs MDT
+62.0%
+189.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.2% | +2.9% |
| 7D | +0.5% | +3.5% | -3.0% | -0.6% |
| 30D | -15.3% | +16.2% | -31.5% | -19.3% |
| 3M | -18.2% | +18.9% | -37.1% | -22.8% |
| 6M | -38.4% | +37.3% | -75.7% | -44.9% |
| YTD | -37.7% | +9.7% | -47.5% | -40.2% |
| 1Y | -49.3% | +15.2% | -64.4% | -52.2% |
| 3Y | +10.6% | +61.8% | -51.2% | -11.3% |
| 5Y | +35.5% | -1.4% | +36.9% | +32.6% |
| 10Y | +251.6% | +61.6% | +190.0% | +177.7% |
| All | +251.6% | +62.0% | +189.6% | +177.7% |
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