-9.3%
MCD vs ON
+45.4%
-54.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | -0.8% |
| 7D | -1.6% | +12.2% | -13.9% | -1.1% |
| 30D | +14.1% | -3.1% | +17.3% | +14.0% |
| 3M | +0.6% | -12.9% | +13.5% | +0.1% |
| 6M | 0.0% | -38.6% | +38.6% | -2.1% |
| YTD | -9.3% | +31.2% | -40.5% | -15.4% |
| 1Y | -9.3% | +47.6% | -56.9% | -16.5% |
| All | -9.3% | +45.4% | -54.7% | -16.5% |
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