+132.7%
MCO vs ONTO
+688.0%
-555.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | -3.1% | +9.4% | -12.5% | -4.9% |
| 30D | -0.5% | -4.4% | +3.9% | -0.4% |
| 3M | +5.7% | +1.6% | +4.1% | +1.3% |
| 6M | +3.0% | +45.3% | -42.2% | -10.7% |
| YTD | -6.5% | +76.4% | -82.8% | -23.5% |
| 1Y | -5.8% | +167.2% | -172.9% | -31.8% |
| 3Y | +43.1% | +116.6% | -73.4% | -5.0% |
| 5Y | +29.5% | +263.7% | -234.3% | -34.1% |
| All | +132.7% | +688.0% | -555.3% | -30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling