+24,538.0%
ORCL vs MTB
+7,521.0%
+17,017.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | -11.2% | -1.3% | -9.8% | -10.8% |
| 30D | -18.8% | +0.5% | -19.3% | -19.0% |
| 3M | -18.8% | -12.4% | -6.4% | -15.2% |
| 6M | -39.7% | +1.5% | -41.2% | -40.4% |
| YTD | -39.6% | +10.3% | -49.9% | -42.3% |
| 1Y | -51.7% | +22.2% | -73.9% | -55.6% |
| 3Y | +10.2% | +96.9% | -86.7% | -15.7% |
| 5Y | +30.8% | +64.3% | -33.5% | +3.0% |
| 10Y | +252.1% | +137.8% | +114.2% | +121.4% |
| All | +24,538.0% | +7,521.0% | +17,017.1% | +2,324.1% |
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