+22.6%
MCD vs ON
+25.5%
-2.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.4% |
| 7D | -1.6% | +17.0% | -18.6% | -2.0% |
| 30D | +16.0% | -3.9% | +19.9% | +16.1% |
| 3M | 0.0% | -11.5% | +11.5% | +0.2% |
| 6M | +0.9% | -29.2% | +30.1% | +1.1% |
| YTD | -8.7% | +36.2% | -44.9% | -11.7% |
| 1Y | -8.6% | +49.6% | -58.2% | -12.0% |
| 3Y | +9.9% | +9.4% | +0.4% | +6.0% |
| 5Y | +22.6% | +25.8% | -3.2% | +12.0% |
| All | +22.6% | +25.5% | -2.9% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling