+270.3%
ORCL vs MCO
+453.0%
-182.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +8.0% | +0.5% | +7.5% | +7.7% |
| 30D | -4.0% | +9.8% | -13.8% | -8.7% |
| 3M | -19.5% | +4.3% | -23.7% | -21.6% |
| 6M | -33.5% | +16.5% | -49.9% | -39.0% |
| YTD | -34.8% | +0.1% | -35.0% | -36.0% |
| 1Y | -41.6% | +4.4% | -46.1% | -44.0% |
| 3Y | +13.8% | +51.6% | -37.8% | -10.5% |
| 5Y | +43.4% | +36.7% | +6.7% | +16.6% |
| All | +270.3% | +453.0% | -182.8% | +50.8% |
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