-31.5%
ORCL vs MDT
+37.0%
-68.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.2% |
| 7D | +10.4% | -3.7% | +14.0% | +8.9% |
| 30D | -11.2% | +8.6% | -19.8% | -8.3% |
| 3M | -16.8% | +12.2% | -29.0% | -12.6% |
| 6M | -31.5% | +33.7% | -65.2% | -22.2% |
| All | -31.5% | +37.0% | -68.5% | -22.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling