+270.3%
ORCL vs MCD
+200.8%
+69.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | +8.0% | -1.6% | +9.6% | +8.4% |
| 30D | -4.0% | +14.1% | -18.1% | -8.5% |
| 3M | -19.5% | +0.6% | -20.1% | -20.0% |
| 6M | -33.5% | 0.0% | -33.5% | -34.2% |
| YTD | -34.8% | -9.3% | -25.6% | -33.5% |
| 1Y | -41.6% | -9.3% | -32.3% | -40.6% |
| 3Y | +13.8% | +8.6% | +5.1% | +3.5% |
| 5Y | +43.4% | +21.9% | +21.5% | +22.6% |
| All | +270.3% | +200.8% | +69.5% | +123.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling