+33.3%
ORCL vs MTZ
+165.0%
-131.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.8% | -1.4% | +1.1% |
| 7D | +15.0% | +3.6% | +11.5% | +13.6% |
| 30D | +10.5% | -9.6% | +20.2% | +14.0% |
| 3M | -23.0% | -31.9% | +8.9% | -14.3% |
| 6M | +7.0% | -13.8% | +20.8% | +7.1% |
| YTD | -15.8% | +13.3% | -29.1% | -25.3% |
| 1Y | -31.1% | +39.3% | -70.4% | -43.8% |
| 3Y | +33.3% | +168.3% | -135.1% | +4.9% |
| All | +33.3% | +165.0% | -131.7% | +4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling