+1,152.8%
MCD vs ON
+199.0%
+953.8%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.6% |
| 7D | -2.8% | +2.4% | -5.3% | -3.0% |
| 30D | -6.0% | -3.3% | -2.7% | -5.8% |
| 3M | -5.6% | -43.6% | +38.0% | -2.3% |
| 6M | -21.9% | +19.0% | -40.8% | -24.0% |
| YTD | -14.7% | +37.4% | -52.1% | -18.1% |
| 1Y | -17.3% | +54.8% | -72.0% | -21.5% |
| 3Y | -2.2% | -25.2% | +23.0% | -3.9% |
| 5Y | +20.3% | +62.7% | -42.4% | +8.5% |
| 10Y | +180.7% | +574.3% | -393.6% | +120.1% |
| All | +1,152.8% | +199.0% | +953.8% | +760.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling