+26,874.5%
ORCL vs MTB
+7,592.0%
+19,282.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +10.4% | 0.0% | +10.4% | +10.4% |
| 30D | -11.2% | +0.8% | -12.1% | -11.5% |
| 3M | -16.8% | -12.8% | -4.0% | -12.9% |
| 6M | -31.5% | +6.7% | -38.2% | -33.4% |
| YTD | -33.9% | +11.3% | -45.2% | -37.0% |
| 1Y | -43.3% | +20.2% | -63.4% | -47.4% |
| 3Y | +16.5% | +103.8% | -87.3% | -12.0% |
| 5Y | +45.4% | +60.9% | -15.5% | +15.4% |
| 10Y | +274.0% | +115.0% | +159.0% | +144.6% |
| All | +26,874.5% | +7,592.0% | +19,282.5% | +2,546.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling