+22.7%
MCD vs ONTO
+84.2%
-61.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.1% | -11.6% | -0.4% |
| 7D | +7.1% | -14.0% | +21.2% | +7.0% |
| 30D | +19.8% | -43.1% | +62.8% | +19.3% |
| 3M | +0.8% | -35.5% | +36.3% | +0.5% |
| 6M | -1.3% | -41.1% | +39.8% | -1.8% |
| YTD | -7.8% | +9.8% | -17.5% | -9.2% |
| 1Y | -5.0% | +31.5% | -36.5% | -6.8% |
| 3Y | +10.5% | +45.2% | -34.6% | +3.7% |
| All | +22.7% | +84.2% | -61.5% | +7.6% |
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 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