+30.6%
ORCL vs MTB
+63.3%
-32.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | -11.2% | -1.3% | -9.8% | -10.9% |
| 30D | -18.8% | +0.5% | -19.3% | -19.0% |
| 3M | -18.8% | -12.4% | -6.4% | -16.3% |
| 6M | -39.7% | +1.5% | -41.2% | -40.2% |
| YTD | -39.6% | +10.3% | -49.9% | -41.7% |
| 1Y | -51.7% | +22.2% | -73.9% | -54.7% |
| 3Y | +10.2% | +96.9% | -86.7% | -9.8% |
| All | +30.6% | +63.3% | -32.8% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling