+26,874.5%
ORCL vs MDT
+8,606.5%
+18,268.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | +10.4% | -3.7% | +14.0% | +11.8% |
| 30D | -11.2% | +8.6% | -19.8% | -14.2% |
| 3M | -16.8% | +12.2% | -29.0% | -20.7% |
| 6M | -31.5% | +33.7% | -65.2% | -39.3% |
| YTD | -33.9% | +7.8% | -41.7% | -37.1% |
| 1Y | -43.3% | +8.9% | -52.2% | -46.2% |
| 3Y | +16.5% | +57.6% | -41.2% | -5.8% |
| 5Y | +45.4% | -0.7% | +46.1% | +38.4% |
| 10Y | +274.0% | +60.3% | +213.7% | +188.5% |
| All | +26,874.5% | +8,606.5% | +18,268.0% | +4,348.8% |
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