+40.9%
MCO vs ONTO
+106.2%
-65.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -1.3% |
| 7D | -7.3% | +6.5% | -13.8% | -7.7% |
| 30D | -1.7% | -15.9% | +14.2% | -0.9% |
| 3M | +3.9% | -0.2% | +4.1% | +2.2% |
| 6M | +3.8% | +38.7% | -34.9% | -1.9% |
| YTD | -7.9% | +70.4% | -78.3% | -15.3% |
| 1Y | -6.8% | +153.6% | -160.5% | -18.9% |
| All | +40.9% | +106.2% | -65.3% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling