+33,471.1%
ORCL vs MO
+15,304.6%
+18,166.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.3% |
| 7D | +5.3% | +0.3% | +4.9% | +5.1% |
| 30D | +10.0% | +0.6% | +9.3% | +9.6% |
| 3M | -32.6% | -1.0% | -31.6% | -33.0% |
| 6M | +4.9% | +4.3% | +0.6% | +2.1% |
| YTD | -17.8% | +23.3% | -41.0% | -23.7% |
| 1Y | -28.0% | +10.5% | -38.4% | -31.4% |
| 3Y | +36.0% | +96.3% | -60.2% | +8.7% |
| 5Y | +88.7% | +98.9% | -10.2% | +48.9% |
| 10Y | +346.9% | +103.6% | +243.3% | +240.2% |
| All | +33,471.1% | +15,304.6% | +18,166.5% | +5,063.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling