+59.8%
ON vs MCK
+345.1%
-285.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.1% | +8.4% | +8.5% |
| 7D | +2.4% | -2.9% | +5.3% | +2.0% |
| 30D | -8.6% | +0.4% | -9.0% | -8.5% |
| 3M | -34.3% | +12.1% | -46.4% | -33.2% |
| 6M | +28.5% | -5.4% | +34.0% | +30.3% |
| YTD | +40.6% | +7.8% | +32.8% | +43.5% |
| 1Y | +55.3% | +22.9% | +32.4% | +59.4% |
| 3Y | -22.2% | +110.7% | -132.9% | -26.6% |
| All | +59.8% | +345.1% | -285.3% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling