+29.8%
ORCL vs MCD
+22.7%
+7.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.8% | -6.1% | -6.9% |
| 7D | -17.5% | +8.0% | -25.5% | -17.9% |
| 30D | -20.2% | +19.6% | -39.8% | -21.3% |
| 3M | -19.9% | +2.2% | -22.1% | -19.8% |
| 6M | -37.4% | -1.1% | -36.3% | -37.0% |
| YTD | -40.1% | -7.2% | -32.9% | -39.4% |
| 1Y | -53.4% | -6.7% | -46.7% | -52.9% |
| 3Y | +10.4% | +11.6% | -1.2% | -0.6% |
| 5Y | +29.8% | +22.6% | +7.1% | +10.3% |
| All | +29.8% | +22.7% | +7.1% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling