+192.4%
ON vs MCK
+5,908.0%
-5,715.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | -4.7% | -4.4% | -0.3% | -3.2% |
| 30D | -13.5% | -2.2% | -11.3% | -13.0% |
| 3M | -36.3% | +11.6% | -47.9% | -39.5% |
| 6M | +17.8% | -4.9% | +22.7% | +17.8% |
| YTD | +29.6% | +7.7% | +21.9% | +23.0% |
| 1Y | +45.8% | +25.2% | +20.6% | +29.9% |
| 3Y | -28.3% | +112.1% | -140.5% | -50.5% |
| 5Y | +49.6% | +345.8% | -296.2% | -25.4% |
| 10Y | +583.9% | +439.7% | +144.2% | +193.6% |
| All | +192.4% | +5,908.0% | -5,715.7% | -46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling