+20.0%
ON vs MKC
-35.5%
+55.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.8% | -3.6% |
| 7D | +12.2% | -3.0% | +15.2% | +12.2% |
| 30D | -3.1% | +4.8% | -8.0% | -3.2% |
| 3M | -12.9% | -12.8% | 0.0% | -12.6% |
| 6M | -38.6% | +5.0% | -43.6% | -39.6% |
| YTD | +31.2% | -29.1% | +60.3% | +38.6% |
| 1Y | +47.6% | -26.4% | +74.0% | +54.6% |
| 3Y | +6.6% | -21.6% | +28.2% | +10.6% |
| All | +20.0% | -35.5% | +55.6% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling