+6,875.5%
ORCL vs MCO
+7,930.1%
-1,054.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +8.0% | +0.5% | +7.5% | +7.8% |
| 30D | -4.0% | +9.8% | -13.8% | -7.8% |
| 3M | -19.5% | +4.3% | -23.7% | -21.2% |
| 6M | -33.5% | +16.5% | -49.9% | -37.9% |
| YTD | -34.8% | +0.1% | -35.0% | -35.7% |
| 1Y | -41.6% | +4.4% | -46.1% | -43.5% |
| 3Y | +13.8% | +51.6% | -37.8% | -5.3% |
| 5Y | +43.4% | +36.7% | +6.7% | +22.4% |
| 10Y | +268.8% | +455.7% | -186.8% | +80.2% |
| All | +6,875.5% | +7,930.1% | -1,054.6% | +820.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling