-28.0%
ORCL vs MTB
+23.4%
-51.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | +5.3% | +1.7% | +3.5% | +5.7% |
| 30D | +10.0% | -4.2% | +14.2% | +8.2% |
| 3M | -32.6% | +8.9% | -41.4% | -30.4% |
| 6M | +4.9% | +10.9% | -5.9% | +7.6% |
| YTD | -17.8% | +21.5% | -39.2% | -9.4% |
| 1Y | -28.0% | +21.9% | -49.9% | -32.0% |
| All | -28.0% | +23.4% | -51.4% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling