+30.7%
MCO vs ONTO
+261.1%
-230.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.6% | -3.0% | +1.0% |
| 7D | -3.8% | +4.9% | -8.7% | -4.4% |
| 30D | -0.4% | -16.6% | +16.2% | +1.7% |
| 3M | +7.7% | -7.3% | +15.1% | +6.4% |
| 6M | +7.0% | +45.9% | -38.9% | -3.6% |
| YTD | -6.4% | +78.2% | -84.6% | -19.3% |
| 1Y | -7.6% | +159.8% | -167.5% | -26.9% |
| 3Y | +43.2% | +123.4% | -80.2% | +2.9% |
| All | +30.7% | +261.1% | -230.3% | -26.9% |
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