+277.8%
ORCL vs MTB
+119.7%
+158.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.2% | +9.0% | +8.9% |
| 7D | +3.8% | -2.0% | +5.7% | +4.4% |
| 30D | -6.6% | +0.1% | -6.7% | -6.6% |
| 3M | -11.4% | -12.1% | +0.7% | -8.3% |
| 6M | -33.3% | +7.3% | -40.6% | -34.9% |
| YTD | -33.3% | +11.5% | -44.8% | -35.9% |
| 1Y | -44.9% | +21.3% | -66.2% | -48.4% |
| 3Y | +17.6% | +104.1% | -86.5% | -6.7% |
| 5Y | +46.1% | +61.8% | -15.8% | +21.2% |
| 10Y | +277.8% | +115.4% | +162.4% | +198.3% |
| All | +277.8% | +119.7% | +158.0% | +198.3% |
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