-3.9%
MCD vs ONTO
+46.1%
-50.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -8.7% | +15.2% | +5.8% |
| 7D | +11.9% | -17.4% | +29.2% | +10.4% |
| 30D | +20.2% | -43.2% | +63.4% | +15.8% |
| 3M | +5.2% | -35.7% | +40.9% | +2.5% |
| 6M | 0.0% | -38.3% | +38.3% | -2.6% |
| YTD | -6.5% | +17.1% | -23.6% | -6.8% |
| 1Y | -3.9% | +43.1% | -47.1% | -3.9% |
| All | -3.9% | +46.1% | -50.0% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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