+4,845.0%
AON vs MKC
+3,336.7%
+1,508.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.3% |
| 7D | -7.9% | -4.3% | -3.6% | -6.8% |
| 30D | -14.6% | -3.1% | -11.5% | -13.9% |
| 3M | -7.9% | +6.8% | -14.7% | -9.5% |
| 6M | -8.0% | -18.3% | +10.3% | -3.5% |
| YTD | -13.2% | -23.1% | +9.8% | -8.0% |
| 1Y | -16.4% | -23.7% | +7.2% | -11.3% |
| 3Y | -6.7% | -31.0% | +24.3% | +0.6% |
| 5Y | +8.0% | -33.5% | +41.6% | +16.5% |
| 10Y | +205.6% | +30.3% | +175.3% | +173.2% |
| All | +4,845.0% | +3,336.7% | +1,508.3% | +2,338.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling