+1,282.6%
MCD vs ON
+179.8%
+1,102.7%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | +0.2% |
| 7D | +7.3% | -4.1% | +11.4% | +7.5% |
| 30D | +20.0% | -10.2% | +30.2% | +20.7% |
| 3M | +3.8% | -12.7% | +16.6% | +4.5% |
| 6M | +3.8% | -32.5% | +36.3% | +5.3% |
| YTD | -5.9% | +28.6% | -34.4% | -9.5% |
| 1Y | -3.2% | +43.4% | -46.6% | -7.8% |
| 3Y | +13.3% | +3.3% | +10.0% | +8.3% |
| 5Y | +25.2% | +22.5% | +2.7% | +15.4% |
| 10Y | +213.3% | +535.7% | -322.4% | +146.0% |
| All | +1,282.6% | +179.8% | +1,102.7% | +850.8% |
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