+346.9%
ORCL vs MTB
+176.7%
+170.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | +5.3% | +1.7% | +3.5% | +4.8% |
| 30D | +10.0% | -4.2% | +14.2% | +11.3% |
| 3M | -32.6% | +8.9% | -41.4% | -34.3% |
| 6M | +4.9% | +10.9% | -5.9% | +1.5% |
| YTD | -17.8% | +21.5% | -39.2% | -22.7% |
| 1Y | -28.0% | +21.9% | -49.9% | -32.7% |
| 3Y | +36.0% | +109.2% | -73.2% | +7.0% |
| 5Y | +88.7% | +102.0% | -13.2% | +46.6% |
| All | +346.9% | +176.7% | +170.2% | +204.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling