+270.3%
ORCL vs MKC
+25.8%
+244.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.6% |
| 7D | +8.0% | -3.0% | +10.9% | +8.5% |
| 30D | -4.0% | +4.8% | -8.8% | -5.2% |
| 3M | -19.5% | -12.8% | -6.6% | -17.7% |
| 6M | -33.5% | +5.0% | -38.5% | -35.0% |
| YTD | -34.8% | -29.1% | -5.8% | -30.7% |
| 1Y | -41.6% | -26.4% | -15.2% | -38.7% |
| 3Y | +13.8% | -21.6% | +35.4% | +12.9% |
| 5Y | +43.4% | -35.2% | +78.6% | +49.7% |
| All | +270.3% | +25.8% | +244.4% | +204.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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