+13.8%
ORCL vs MKC
-21.4%
+35.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.1% |
| 7D | +8.0% | -3.0% | +10.9% | +7.1% |
| 30D | -4.0% | +4.8% | -8.8% | -2.5% |
| 3M | -19.5% | -12.8% | -6.6% | -21.6% |
| 6M | -33.5% | +5.0% | -38.5% | -32.1% |
| YTD | -34.8% | -29.1% | -5.8% | -37.5% |
| 1Y | -41.6% | -26.4% | -15.2% | -43.7% |
| 3Y | +13.8% | -21.6% | +35.4% | +8.7% |
| All | +13.8% | -21.4% | +35.2% | +8.7% |
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