+24,538.0%
ORCL vs MDT
+8,676.3%
+15,861.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.8% |
| 7D | -11.2% | +5.4% | -16.6% | -13.1% |
| 30D | -18.8% | +19.1% | -37.9% | -24.2% |
| 3M | -18.8% | +19.5% | -38.2% | -24.4% |
| 6M | -39.7% | +33.5% | -73.2% | -46.6% |
| YTD | -39.6% | +8.7% | -48.3% | -42.7% |
| 1Y | -51.7% | +16.8% | -68.5% | -55.5% |
| 3Y | +10.2% | +53.0% | -42.7% | -9.8% |
| 5Y | +30.8% | -2.9% | +33.7% | +25.6% |
| 10Y | +252.1% | +61.4% | +190.6% | +170.8% |
| All | +24,538.0% | +8,676.3% | +15,861.7% | +3,951.3% |
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 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