+28.1%
MCD vs ONON
-1.9%
+30.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -1.9% | -10.1% | +8.2% | -1.5% |
| 30D | +16.6% | -1.8% | +18.4% | +16.7% |
| 3M | +0.9% | +12.3% | -11.3% | +0.4% |
| 6M | +1.5% | +2.0% | -0.5% | +1.2% |
| YTD | -8.3% | -25.3% | +17.0% | -7.7% |
| 1Y | -8.1% | -1.3% | -6.8% | -8.5% |
| 3Y | +10.3% | +29.0% | -18.7% | +6.6% |
| 5Y | +23.4% | -6.2% | +29.6% | +17.3% |
| All | +28.1% | -1.9% | +30.1% | +21.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling