+629.3%
ON vs MCO
+393.6%
+235.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.6% | +6.9% | +7.3% |
| 7D | +2.4% | -3.8% | +6.1% | +5.5% |
| 30D | -8.6% | -0.4% | -8.2% | -8.8% |
| 3M | -34.3% | +7.7% | -42.1% | -39.6% |
| 6M | +28.5% | +7.0% | +21.5% | +16.9% |
| YTD | +40.6% | -6.4% | +47.0% | +39.8% |
| 1Y | +55.3% | -7.6% | +63.0% | +54.6% |
| 3Y | -22.2% | +43.2% | -65.4% | -49.1% |
| 5Y | +62.4% | +29.6% | +32.8% | +15.2% |
| All | +629.3% | +393.6% | +235.7% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling