+33,471.1%
ORCL vs MTZ
+3,062.5%
+30,408.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.7% |
| 7D | +5.3% | -1.6% | +6.8% | +5.5% |
| 30D | +10.0% | -11.1% | +21.0% | +11.9% |
| 3M | -32.6% | -36.7% | +4.1% | -28.2% |
| 6M | +4.9% | -21.9% | +26.9% | +7.7% |
| YTD | -17.8% | +9.1% | -26.9% | -20.1% |
| 1Y | -28.0% | +30.0% | -57.9% | -31.9% |
| 3Y | +36.0% | +138.5% | -102.4% | +15.7% |
| 5Y | +88.7% | +158.3% | -69.6% | +55.8% |
| 10Y | +346.9% | +700.8% | -353.9% | +195.4% |
| All | +33,471.1% | +3,062.5% | +30,408.6% | +14,553.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling