+19.3%
MCD vs ONON
-23.0%
+42.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.1% |
| 7D | -2.0% | -1.7% | -0.4% | -2.0% |
| 30D | -6.1% | -27.4% | +21.2% | -5.1% |
| 3M | -7.3% | -26.5% | +19.3% | -6.3% |
| 6M | -20.9% | -34.2% | +13.3% | -19.9% |
| YTD | -14.7% | -41.3% | +26.7% | -13.2% |
| 1Y | -16.1% | -39.7% | +23.6% | -14.9% |
| 3Y | -1.5% | -7.8% | +6.3% | -3.5% |
| All | +19.3% | -23.0% | +42.2% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling