-31.1%
ORCL vs MKC
-24.0%
-7.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.2% |
| 7D | +15.0% | -4.3% | +19.4% | +12.3% |
| 30D | +10.5% | -2.0% | +12.5% | +9.5% |
| 3M | -23.0% | +10.0% | -33.0% | -17.6% |
| 6M | +7.0% | -18.5% | +25.5% | -5.0% |
| YTD | -15.8% | -22.4% | +6.6% | -27.2% |
| 1Y | -31.1% | -23.6% | -7.4% | -41.4% |
| All | -31.1% | -24.0% | -7.1% | -41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling