+26.8%
MCD vs ONON
-5.0%
+31.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.7% |
| 7D | -1.6% | -10.0% | +8.3% | -1.2% |
| 30D | +14.1% | -5.3% | +19.4% | +14.4% |
| 3M | +0.6% | +6.5% | -5.9% | +0.3% |
| 6M | 0.0% | -5.0% | +5.0% | 0.0% |
| YTD | -9.3% | -27.6% | +18.4% | -8.5% |
| 1Y | -9.3% | -20.7% | +11.4% | -8.9% |
| 3Y | +8.6% | +26.6% | -18.0% | +5.0% |
| 5Y | +21.9% | -9.6% | +31.5% | +16.0% |
| All | +26.8% | -5.0% | +31.8% | +20.7% |
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