+67.2%
MCD vs ONTO
+476.3%
-409.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.5% |
| 7D | -1.6% | +17.5% | -19.2% | -2.5% |
| 30D | +14.1% | -15.7% | +29.8% | +14.8% |
| 3M | +0.6% | -39.7% | +40.3% | +2.9% |
| 6M | 0.0% | -26.5% | +26.5% | -0.1% |
| YTD | -9.3% | +29.0% | -38.3% | -14.1% |
| 1Y | -9.3% | +57.0% | -66.3% | -15.7% |
| 3Y | +8.6% | +50.0% | -41.4% | -5.4% |
| 5Y | +21.9% | +127.3% | -105.4% | -6.2% |
| All | +67.2% | +476.3% | -409.1% | -14.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling