+31.8%
MCK vs ONON
-37.3%
+69.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.1% | -1.5% |
| 7D | +1.7% | -3.0% | +4.7% | +1.6% |
| 30D | +3.6% | -26.7% | +30.3% | +2.5% |
| 3M | +20.1% | -25.3% | +45.4% | +18.9% |
| 6M | -7.0% | -35.3% | +28.2% | -9.0% |
| YTD | +11.0% | -39.8% | +50.8% | +8.2% |
| 1Y | +31.8% | -39.2% | +71.1% | +32.0% |
| All | +31.8% | -37.3% | +69.1% | +32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling