+42.7%
ORCL vs MDT
+0.7%
+41.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.2% | -1.6% |
| 7D | +8.0% | +1.0% | +6.9% | +7.9% |
| 30D | -4.0% | +9.2% | -13.1% | -5.0% |
| 3M | -19.5% | +14.5% | -34.0% | -20.8% |
| 6M | -33.5% | +37.3% | -70.8% | -36.5% |
| YTD | -34.8% | +9.8% | -44.6% | -35.2% |
| 1Y | -41.6% | +10.5% | -52.2% | -42.1% |
| 3Y | +13.8% | +57.4% | -43.7% | -1.4% |
| All | +42.7% | +0.7% | +41.9% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling