-1.5%
MCD vs ON
-25.0%
+23.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.5% |
| 7D | -2.8% | +2.4% | -5.3% | -2.8% |
| 30D | -6.0% | -3.3% | -2.7% | -6.0% |
| 3M | -5.6% | -43.6% | +38.0% | -5.7% |
| 6M | -21.9% | +19.0% | -40.8% | -23.0% |
| YTD | -14.7% | +37.4% | -52.1% | -16.2% |
| 1Y | -17.3% | +54.8% | -72.0% | -19.0% |
| All | -1.5% | -25.0% | +23.5% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling