+7.3%
AON vs MKC
-33.0%
+40.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | -6.3% | -1.5% | -4.9% | -6.0% |
| 30D | -14.1% | -3.1% | -11.0% | -13.4% |
| 3M | -9.5% | +5.2% | -14.7% | -10.5% |
| 6M | -4.0% | -12.8% | +8.8% | -1.3% |
| YTD | -13.8% | -23.3% | +9.5% | -8.9% |
| 1Y | -18.3% | -24.1% | +5.8% | -13.5% |
| 3Y | -7.2% | -32.1% | +24.9% | +0.5% |
| All | +7.3% | -33.0% | +40.3% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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