+9,497.5%
ORCL vs MCK
+6,878.5%
+2,619.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.4% | +2.8% |
| 7D | +15.0% | -1.9% | +16.9% | +15.5% |
| 30D | +10.5% | +2.4% | +8.2% | +9.7% |
| 3M | -23.0% | +16.1% | -39.1% | -26.3% |
| 6M | +7.0% | -3.1% | +10.1% | +6.5% |
| YTD | -15.8% | +8.7% | -24.5% | -19.2% |
| 1Y | -31.1% | +28.1% | -59.1% | -36.9% |
| 3Y | +33.3% | +114.1% | -80.8% | +5.4% |
| 5Y | +94.3% | +342.5% | -248.2% | +26.4% |
| 10Y | +363.4% | +424.1% | -60.7% | +175.5% |
| All | +9,497.5% | +6,878.5% | +2,619.0% | +2,633.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 all: compounded portfolio wealth divided by compounded MCK 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…
all analysis · Full analysis span regression · 6 months rolling