+24,538.0%
ORCL vs MTZ
+2,221.3%
+22,316.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.5% | -8.7% | -0.7% |
| 7D | -11.2% | -6.4% | -4.7% | -10.5% |
| 30D | -18.8% | -22.1% | +3.2% | -15.7% |
| 3M | -18.8% | -32.7% | +13.9% | -13.9% |
| 6M | -39.7% | -59.8% | +20.1% | -31.3% |
| YTD | -39.6% | -19.9% | -19.7% | -38.6% |
| 1Y | -51.7% | -11.5% | -40.3% | -51.7% |
| 3Y | +10.2% | +258.1% | -247.8% | -11.4% |
| 5Y | +30.8% | +85.5% | -54.7% | +13.5% |
| 10Y | +252.1% | +492.2% | -240.1% | +143.6% |
| All | +24,538.0% | +2,221.3% | +22,316.7% | +11,156.6% |
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 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