+31.5%
ORCL vs MKC
-30.0%
+61.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.0% | +2.9% |
| 7D | +5.3% | -5.9% | +11.1% | +4.0% |
| 30D | +10.0% | -0.9% | +10.8% | +9.8% |
| 3M | -32.6% | +12.7% | -45.3% | -30.7% |
| 6M | +4.9% | -19.3% | +24.2% | +3.1% |
| YTD | -17.8% | -22.2% | +4.4% | -19.1% |
| 1Y | -28.0% | -23.3% | -4.6% | -28.8% |
| All | +31.5% | -30.0% | +61.5% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling