-28.0%
ORCL vs MCD
-17.5%
-10.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +1.7% |
| 7D | +5.3% | -2.8% | +8.1% | +2.7% |
| 30D | +10.0% | -6.0% | +16.0% | +4.2% |
| 3M | -32.6% | -5.6% | -27.0% | -35.1% |
| 6M | +4.9% | -21.9% | +26.8% | -17.3% |
| YTD | -17.8% | -14.7% | -3.1% | -27.6% |
| 1Y | -28.0% | -17.3% | -10.7% | -50.6% |
| All | -28.0% | -17.5% | -10.5% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 1y: compounded portfolio wealth divided by compounded MCD 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…
1y analysis · Full analysis span regression · 6 months rolling