-32.3%
ORCL vs MO
+10.3%
-42.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.8% |
| 7D | +10.9% | -2.4% | +13.3% | +9.3% |
| 30D | +7.0% | +3.6% | +3.4% | +9.5% |
| 3M | -21.2% | -3.7% | -17.5% | -22.1% |
| 6M | +7.4% | +4.5% | +2.9% | +9.9% |
| YTD | -16.3% | +21.5% | -37.8% | -14.3% |
| 1Y | -32.3% | +9.5% | -41.8% | -32.8% |
| All | -32.3% | +10.3% | -42.7% | -32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling