+47.6%
ON vs MCK
+31.3%
+16.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.0% | -8.9% | +0.3% |
| 7D | -5.8% | +11.3% | -17.1% | -2.4% |
| 30D | -17.1% | +16.8% | -33.9% | -12.8% |
| 3M | -11.8% | +28.9% | -40.7% | -3.9% |
| 6M | -30.2% | +32.7% | -62.9% | -21.6% |
| YTD | +31.6% | +30.8% | +0.8% | +50.9% |
| 1Y | +47.6% | +27.6% | +20.0% | +66.7% |
| All | +47.6% | +31.3% | +16.3% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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