-51.7%
ORCL vs MCD
-6.8%
-45.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +0.5% |
| 7D | -11.2% | +7.1% | -18.3% | -6.8% |
| 30D | -18.8% | +19.8% | -38.6% | -8.7% |
| 3M | -18.8% | +0.8% | -19.6% | -18.2% |
| 6M | -39.7% | -1.3% | -38.4% | -39.4% |
| YTD | -39.6% | -7.8% | -31.9% | -42.7% |
| 1Y | -51.7% | -5.0% | -46.8% | -54.4% |
| All | -51.7% | -6.8% | -45.0% | -54.4% |
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