+19.2%
MCD vs ONON
-20.9%
+40.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.5% |
| 7D | -2.8% | -3.0% | +0.2% | -2.7% |
| 30D | -6.0% | -26.7% | +20.7% | -5.0% |
| 3M | -5.6% | -25.3% | +19.7% | -4.7% |
| 6M | -21.9% | -35.3% | +13.4% | -20.8% |
| YTD | -14.7% | -39.8% | +25.1% | -13.4% |
| 1Y | -17.3% | -39.2% | +22.0% | -16.1% |
| 3Y | -2.2% | -4.2% | +2.1% | -4.3% |
| All | +19.2% | -20.9% | +40.1% | +14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling