+1,506.2%
ORCL vs MOH
+1,334.3%
+171.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.2% |
| 7D | +5.3% | +0.4% | +4.9% | +5.2% |
| 30D | +10.0% | +2.9% | +7.1% | +9.5% |
| 3M | -32.6% | +4.1% | -36.7% | -33.2% |
| 6M | +4.9% | +33.8% | -28.9% | -0.1% |
| YTD | -17.8% | +15.7% | -33.5% | -21.0% |
| 1Y | -28.0% | +17.5% | -45.5% | -31.6% |
| 3Y | +36.0% | -35.3% | +71.3% | +36.9% |
| 5Y | +88.7% | -26.9% | +115.6% | +84.3% |
| 10Y | +346.9% | +262.9% | +84.0% | +220.4% |
| All | +1,506.2% | +1,334.3% | +171.9% | +813.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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