+30.6%
ORCL vs MO
+147.3%
-116.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +0.5% |
| 7D | -11.2% | -2.4% | -8.7% | -11.5% |
| 30D | -18.8% | +9.7% | -28.5% | -17.6% |
| 3M | -18.8% | +14.1% | -32.9% | -17.0% |
| 6M | -39.7% | +11.9% | -51.6% | -38.7% |
| YTD | -39.6% | +38.4% | -78.0% | -39.5% |
| 1Y | -51.7% | +41.9% | -93.6% | -51.7% |
| 3Y | +10.2% | +134.5% | -124.3% | -2.1% |
| All | +30.6% | +147.3% | -116.7% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling