+6.6%
ON vs MKC
-21.4%
+28.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.8% | -3.5% |
| 7D | +12.2% | -3.0% | +15.2% | +11.9% |
| 30D | -3.1% | +4.8% | -8.0% | -2.6% |
| 3M | -12.9% | -12.8% | 0.0% | -13.7% |
| 6M | -38.6% | +5.0% | -43.6% | -39.3% |
| YTD | +31.2% | -29.1% | +60.3% | +40.0% |
| 1Y | +47.6% | -26.4% | +74.0% | +55.9% |
| 3Y | +6.6% | -21.6% | +28.2% | +12.8% |
| All | +6.6% | -21.4% | +28.0% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling