+368.8%
ORCL vs MTZ
+729.4%
-360.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | 0.0% |
| 7D | +10.9% | +2.3% | +8.6% | +10.3% |
| 30D | +7.0% | -10.3% | +17.3% | +9.7% |
| 3M | -21.2% | -31.8% | +10.6% | -14.9% |
| 6M | +7.4% | -19.2% | +26.6% | +10.5% |
| YTD | -16.3% | +10.7% | -27.0% | -20.8% |
| 1Y | -32.3% | +37.5% | -69.9% | -39.2% |
| 3Y | +32.6% | +162.4% | -129.8% | +2.8% |
| 5Y | +93.1% | +166.3% | -73.2% | +45.1% |
| 10Y | +368.8% | +753.2% | -384.4% | +176.3% |
| All | +368.8% | +729.4% | -360.6% | +176.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling