+262.9%
OKLO vs MCO
+33.1%
+229.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.6% | -10.8% | -9.7% |
| 7D | -12.2% | -3.8% | -8.5% | -11.2% |
| 30D | -19.7% | -0.4% | -19.3% | -19.8% |
| 3M | -37.4% | +7.7% | -45.1% | -39.5% |
| 6M | -42.3% | +7.0% | -49.3% | -44.1% |
| YTD | -49.5% | -6.4% | -43.1% | -49.0% |
| 1Y | -54.7% | -7.6% | -47.1% | -54.3% |
| 3Y | +249.6% | +43.2% | +206.4% | +233.2% |
| 5Y | +268.1% | +29.6% | +238.5% | +256.7% |
| All | +262.9% | +33.1% | +229.8% | +249.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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