+33,471.1%
ORCL vs MDT
+7,952.5%
+25,518.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +1.9% | +2.7% |
| 7D | +5.3% | +3.2% | +2.0% | +4.1% |
| 30D | +10.0% | +9.5% | +0.5% | +6.3% |
| 3M | -32.6% | +16.0% | -48.6% | -36.5% |
| 6M | +4.9% | +0.2% | +4.7% | +3.7% |
| YTD | -17.8% | -0.3% | -17.5% | -18.9% |
| 1Y | -28.0% | +4.7% | -32.7% | -30.7% |
| 3Y | +36.0% | +26.5% | +9.5% | +20.1% |
| 5Y | +88.7% | -18.2% | +106.9% | +94.0% |
| 10Y | +346.9% | +40.0% | +306.9% | +264.4% |
| All | +33,471.1% | +7,952.5% | +25,518.7% | +5,633.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling