+24,937.0%
ORCL vs MTZ
+2,311.2%
+22,625.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -0.8% |
| 7D | -6.5% | -8.7% | +2.2% | -5.4% |
| 30D | -16.6% | -15.0% | -1.6% | -14.6% |
| 3M | -21.6% | -32.6% | +11.0% | -16.9% |
| 6M | -39.4% | -56.3% | +17.0% | -31.8% |
| YTD | -38.7% | -16.8% | -21.9% | -38.0% |
| 1Y | -50.4% | -10.0% | -40.3% | -50.5% |
| 3Y | +8.1% | +267.1% | -259.0% | -13.4% |
| 5Y | +34.5% | +89.9% | -55.3% | +16.3% |
| 10Y | +246.0% | +442.2% | -196.2% | +142.4% |
| All | +24,937.0% | +2,311.2% | +22,625.8% | +11,265.9% |
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 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