+270.3%
ORCL vs MO
+154.9%
+115.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.5% |
| 7D | +8.0% | +3.3% | +4.7% | +7.4% |
| 30D | -4.0% | +7.5% | -11.5% | -5.3% |
| 3M | -19.5% | +22.8% | -42.2% | -22.8% |
| 6M | -33.5% | +13.4% | -46.8% | -35.8% |
| YTD | -34.8% | +43.0% | -77.8% | -41.6% |
| 1Y | -41.6% | +45.2% | -86.8% | -48.0% |
| 3Y | +13.8% | +145.5% | -131.8% | -17.8% |
| 5Y | +43.4% | +157.1% | -113.7% | -0.3% |
| All | +270.3% | +154.9% | +115.4% | +120.3% |
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