+523.3%
ON vs MKC
+25.8%
+497.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.8% | -3.8% |
| 7D | +12.2% | -3.0% | +15.2% | +12.6% |
| 30D | -3.1% | +4.8% | -8.0% | -3.9% |
| 3M | -12.9% | -12.8% | 0.0% | -11.6% |
| 6M | -38.6% | +5.0% | -43.6% | -40.0% |
| YTD | +31.2% | -29.1% | +60.3% | +38.8% |
| 1Y | +47.6% | -26.4% | +74.0% | +54.7% |
| 3Y | +6.6% | -21.6% | +28.2% | +9.5% |
| 5Y | +21.3% | -35.2% | +56.5% | +28.1% |
| All | +523.3% | +25.8% | +497.5% | +461.7% |
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