+10.2%
ORCL vs MTZ
+237.5%
-227.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.5% | -8.7% | -2.6% |
| 7D | -11.2% | -6.4% | -4.7% | -9.8% |
| 30D | -18.8% | -22.1% | +3.2% | -11.8% |
| 3M | -18.8% | -32.7% | +13.9% | -7.6% |
| 6M | -39.7% | -59.8% | +20.1% | -18.1% |
| YTD | -39.6% | -19.9% | -19.7% | -41.2% |
| 1Y | -51.7% | -11.5% | -40.3% | -55.2% |
| 3Y | +10.2% | +258.1% | -247.8% | -21.3% |
| All | +10.2% | +237.5% | -227.2% | -21.3% |
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 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