+8,703.3%
ORCL vs MCO
+7,698.6%
+1,004.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.2% | +3.9% |
| 7D | +5.3% | -4.2% | +9.4% | +7.1% |
| 30D | +10.0% | +2.2% | +7.8% | +9.0% |
| 3M | -32.6% | +10.1% | -42.7% | -35.4% |
| 6M | +4.9% | +5.3% | -0.3% | +2.4% |
| YTD | -17.8% | -2.7% | -15.0% | -17.5% |
| 1Y | -28.0% | -0.4% | -27.6% | -28.9% |
| 3Y | +36.0% | +49.0% | -13.0% | +14.5% |
| 5Y | +88.7% | +33.6% | +55.1% | +63.1% |
| 10Y | +346.9% | +395.3% | -48.4% | +128.9% |
| All | +8,703.3% | +7,698.6% | +1,004.7% | +1,080.8% |
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 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