+26.7%
MCD vs ON
+20.2%
+6.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | +0.2% |
| 7D | +7.3% | -4.1% | +11.4% | +7.3% |
| 30D | +20.0% | -10.2% | +30.2% | +20.2% |
| 3M | +3.8% | -12.7% | +16.6% | +4.0% |
| 6M | +3.8% | -32.5% | +36.3% | +4.1% |
| YTD | -5.9% | +28.6% | -34.4% | -8.8% |
| 1Y | -3.2% | +43.4% | -46.6% | -6.9% |
| 3Y | +13.3% | +3.3% | +10.0% | +9.5% |
| All | +26.7% | +20.2% | +6.5% | +16.0% |
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