+328.9%
ORCL vs MCO
+393.6%
-64.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.4% | -2.5% |
| 7D | -5.4% | -3.8% | -1.6% | -3.6% |
| 30D | -2.0% | -0.4% | -1.6% | -1.9% |
| 3M | -18.1% | +7.7% | -25.8% | -21.6% |
| 6M | -7.2% | +7.0% | -14.2% | -10.8% |
| YTD | -22.2% | -6.4% | -15.7% | -20.5% |
| 1Y | -50.6% | -7.6% | -43.0% | -49.5% |
| 3Y | +22.9% | +43.2% | -20.4% | 0.0% |
| 5Y | +79.3% | +29.6% | +49.7% | +50.2% |
| All | +328.9% | +393.6% | -64.7% | +86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling