-28.0%
ORCL vs MCO
+0.4%
-28.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.2% | +3.6% |
| 7D | +5.3% | -4.2% | +9.4% | +6.3% |
| 30D | +10.0% | +2.2% | +7.8% | +9.3% |
| 3M | -32.6% | +10.1% | -42.7% | -34.4% |
| 6M | +4.9% | +5.3% | -0.3% | +2.3% |
| YTD | -17.8% | -2.7% | -15.0% | -19.5% |
| 1Y | -28.0% | -0.4% | -27.6% | -26.5% |
| All | -28.0% | +0.4% | -28.4% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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