-3.9%
MCD vs ONON
+8.5%
-12.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.8% | +0.7% | +6.1% |
| 7D | +11.9% | +20.9% | -9.0% | +10.4% |
| 30D | +20.2% | +21.1% | -0.9% | +18.6% |
| 3M | +5.2% | +2.7% | +2.5% | +4.5% |
| 6M | 0.0% | +12.6% | -12.6% | -1.1% |
| YTD | -6.5% | -16.9% | +10.4% | -7.5% |
| 1Y | -3.9% | +6.7% | -10.6% | -5.8% |
| All | -3.9% | +8.5% | -12.4% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 1y: compounded portfolio wealth divided by compounded ONON 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…
1y analysis · Full analysis span regression · 6 months rolling