-28.0%
ORCL vs MTZ
+30.9%
-58.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.4% |
| 7D | +5.3% | -1.6% | +6.8% | +5.8% |
| 30D | +10.0% | -11.1% | +21.0% | +13.7% |
| 3M | -32.6% | -36.7% | +4.1% | -23.0% |
| 6M | +4.9% | -21.9% | +26.9% | +2.6% |
| YTD | -17.8% | +9.1% | -26.9% | -39.2% |
| 1Y | -28.0% | +30.0% | -57.9% | -67.3% |
| All | -28.0% | +30.9% | -58.9% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 1y: compounded portfolio wealth divided by compounded MTZ 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…
1y analysis · Full analysis span regression · 6 months rolling