+42.7%
ORCL vs MTB
+61.4%
-18.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | +8.0% | +1.5% | +6.4% | +7.6% |
| 30D | -4.0% | +2.3% | -6.3% | -4.5% |
| 3M | -19.5% | -12.1% | -7.3% | -17.1% |
| 6M | -33.5% | +9.8% | -43.3% | -35.3% |
| YTD | -34.8% | +12.0% | -46.8% | -37.2% |
| 1Y | -41.6% | +22.0% | -63.7% | -45.1% |
| 3Y | +13.8% | +107.6% | -93.8% | -8.2% |
| All | +42.7% | +61.4% | -18.7% | +20.6% |
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