+251.6%
ORCL vs MTB
+136.2%
+115.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +0.9% | +2.6% |
| 7D | +0.5% | -0.8% | +1.2% | +0.7% |
| 30D | -15.3% | +2.4% | -17.7% | -15.9% |
| 3M | -18.2% | -10.5% | -7.7% | -15.8% |
| 6M | -38.4% | +6.4% | -44.8% | -39.8% |
| YTD | -37.7% | +12.8% | -50.5% | -40.4% |
| 1Y | -49.3% | +23.3% | -72.5% | -52.7% |
| 3Y | +10.6% | +108.2% | -97.6% | -12.7% |
| 5Y | +35.5% | +68.6% | -33.1% | +11.1% |
| 10Y | +251.6% | +125.3% | +126.3% | +179.4% |
| All | +251.6% | +136.2% | +115.4% | +179.4% |
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