+246.0%
ORCL vs MO
+139.9%
+106.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | -6.5% | -0.8% | -5.7% | -6.4% |
| 30D | -16.6% | +6.5% | -23.1% | -17.7% |
| 3M | -21.6% | +18.3% | -39.9% | -24.4% |
| 6M | -39.4% | +15.6% | -54.9% | -41.9% |
| YTD | -38.7% | +38.8% | -77.5% | -44.8% |
| 1Y | -50.4% | +41.6% | -92.0% | -55.6% |
| 3Y | +8.1% | +138.2% | -130.1% | -21.5% |
| 5Y | +34.5% | +150.5% | -116.0% | -6.1% |
| 10Y | +246.0% | +146.1% | +99.9% | +108.5% |
| All | +246.0% | +139.9% | +106.2% | +108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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