-3.9%
MCD vs ON
+41.6%
-45.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.9% | +8.4% | +6.4% |
| 7D | +11.9% | -5.8% | +17.7% | +11.6% |
| 30D | +20.2% | -17.1% | +37.3% | +19.3% |
| 3M | +5.2% | -11.8% | +17.0% | +4.7% |
| 6M | 0.0% | -30.2% | +30.2% | -2.5% |
| YTD | -6.5% | +31.6% | -38.1% | -13.4% |
| 1Y | -3.9% | +47.6% | -51.5% | -13.5% |
| All | -3.9% | +41.6% | -45.6% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 1y: compounded portfolio wealth divided by compounded ON 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…
1y analysis · Full analysis span regression · 6 months rolling