+371.4%
ORCL vs MKC
+27.7%
+343.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.4% |
| 7D | +15.0% | -4.3% | +19.4% | +16.0% |
| 30D | +10.5% | -2.0% | +12.5% | +10.9% |
| 3M | -23.0% | +10.0% | -33.0% | -25.0% |
| 6M | +7.0% | -18.5% | +25.5% | +11.4% |
| YTD | -15.8% | -22.4% | +6.6% | -11.7% |
| 1Y | -31.1% | -23.6% | -7.4% | -27.8% |
| 3Y | +33.3% | -30.4% | +63.7% | +41.5% |
| 5Y | +94.3% | -34.2% | +128.5% | +106.8% |
| All | +371.4% | +27.7% | +343.7% | +285.9% |
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