-41.6%
ORCL vs MDT
+11.9%
-53.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.2% | -0.7% |
| 7D | +8.0% | +1.0% | +6.9% | +8.4% |
| 30D | -4.0% | +9.2% | -13.1% | -0.8% |
| 3M | -19.5% | +14.5% | -34.0% | -15.1% |
| 6M | -33.5% | +37.3% | -70.8% | -24.3% |
| YTD | -34.8% | +9.8% | -44.6% | -31.6% |
| 1Y | -41.6% | +10.5% | -52.2% | -38.9% |
| All | -41.6% | +11.9% | -53.5% | -38.9% |
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