+22.6%
MCD vs ONTO
+136.3%
-113.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.5% |
| 7D | -1.6% | +34.4% | -36.0% | -1.2% |
| 30D | +16.0% | -20.4% | +36.5% | +15.9% |
| 3M | 0.0% | -37.8% | +37.8% | -0.2% |
| 6M | +0.9% | -24.6% | +25.5% | +0.6% |
| YTD | -8.7% | +32.8% | -41.5% | -9.9% |
| 1Y | -8.6% | +54.7% | -63.3% | -10.1% |
| 3Y | +9.9% | +54.7% | -44.8% | +4.4% |
| 5Y | +22.6% | +134.0% | -111.4% | +7.8% |
| All | +22.6% | +136.3% | -113.6% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling