+24.1%
MCD vs OKLO
+333.1%
-309.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | +0.1% |
| 7D | -2.0% | +12.4% | -14.4% | -1.9% |
| 30D | -6.1% | -10.6% | +4.4% | -6.2% |
| 3M | -7.3% | -26.5% | +19.3% | -7.4% |
| 6M | -20.9% | -25.6% | +4.7% | -21.0% |
| YTD | -14.7% | -39.6% | +25.0% | -14.8% |
| 1Y | -16.1% | -38.8% | +22.6% | -16.1% |
| 3Y | -1.5% | +318.1% | -319.6% | -1.3% |
| 5Y | +20.4% | +339.7% | -319.2% | +20.5% |
| All | +24.1% | +333.1% | -309.0% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OKLO.
Daily Out/Under-Performance
Portfolio return minus OKLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKLO 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 10y: compounded portfolio wealth divided by compounded OKLO 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…
10y analysis · Full analysis span regression · 6 months rolling