-43.3%
ORCL vs MTZ
-6.5%
-36.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.5% |
| 7D | +10.4% | +16.5% | -6.1% | +6.7% |
| 30D | -11.2% | -10.2% | -1.0% | -9.6% |
| 3M | -16.8% | -34.2% | +17.4% | -10.1% |
| 6M | -31.5% | -56.0% | +24.5% | -19.1% |
| YTD | -33.9% | -14.8% | -19.1% | -41.9% |
| 1Y | -43.3% | -7.2% | -36.0% | -52.6% |
| All | -43.3% | -6.5% | -36.7% | -52.6% |
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