-27.5%
ON vs MKC
-31.2%
+3.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.2% |
| 7D | -1.9% | -4.3% | +2.4% | -2.2% |
| 30D | -11.0% | -3.1% | -7.9% | -11.2% |
| 3M | -39.3% | +6.8% | -46.2% | -39.2% |
| 6M | +19.8% | -18.3% | +38.2% | +26.2% |
| YTD | +31.1% | -23.1% | +54.1% | +39.7% |
| 1Y | +46.0% | -23.7% | +69.7% | +55.8% |
| All | -27.5% | -31.2% | +3.7% | -13.6% |
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