-37.4%
OKLO vs MCK
+11.3%
-48.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.1% | -9.3% | -9.1% |
| 7D | -12.2% | -2.9% | -9.3% | -14.4% |
| 30D | -19.7% | +0.4% | -20.2% | -19.6% |
| 3M | -37.4% | +12.1% | -49.5% | -26.5% |
| All | -37.4% | +11.3% | -48.7% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 3mo: compounded portfolio wealth divided by compounded MCK 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…
3mo analysis · Full analysis span regression · Available span rolling