+82.4%
ORCL vs MCO
+26.7%
+55.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.9% | -4.6% |
| 7D | -0.7% | -7.3% | +6.6% | +2.9% |
| 30D | +5.1% | -1.7% | +6.8% | +5.9% |
| 3M | -23.7% | +3.9% | -27.7% | -25.6% |
| 6M | +3.1% | +3.8% | -0.7% | +0.5% |
| YTD | -20.8% | -7.9% | -12.9% | -18.4% |
| 1Y | -52.9% | -6.8% | -46.0% | -52.1% |
| 3Y | +25.4% | +40.9% | -15.5% | +3.3% |
| 5Y | +82.4% | +27.5% | +54.9% | +57.7% |
| All | +82.4% | +26.7% | +55.7% | +57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling