+32.7%
ORCL vs MTB
+109.6%
-77.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | +5.3% | +1.7% | +3.5% | +4.9% |
| 30D | +10.0% | -4.2% | +14.2% | +10.8% |
| 3M | -32.6% | +8.9% | -41.4% | -33.9% |
| 6M | +4.9% | +10.9% | -5.9% | +2.3% |
| YTD | -17.8% | +21.5% | -39.2% | -21.8% |
| 1Y | -28.0% | +21.9% | -49.9% | -31.7% |
| All | +32.7% | +109.6% | -77.0% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling