+629.3%
ON vs MKC
+29.9%
+599.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.4% | +8.1% | +8.5% |
| 7D | +2.4% | -1.5% | +3.8% | +2.6% |
| 30D | -8.6% | -3.1% | -5.5% | -8.3% |
| 3M | -34.3% | +5.2% | -39.5% | -35.3% |
| 6M | +28.5% | -12.8% | +41.3% | +31.2% |
| YTD | +40.6% | -23.3% | +63.9% | +47.5% |
| 1Y | +55.3% | -24.1% | +79.4% | +63.0% |
| 3Y | -22.2% | -32.1% | +9.9% | -16.6% |
| 5Y | +62.4% | -32.8% | +95.2% | +71.8% |
| All | +629.3% | +29.9% | +599.4% | +569.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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