+209.9%
ON vs MKC
+1,025.7%
-815.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.3% |
| 7D | +2.4% | -5.9% | +8.3% | +4.4% |
| 30D | -3.3% | -0.9% | -2.4% | -3.3% |
| 3M | -43.6% | +12.7% | -56.3% | -46.9% |
| 6M | +19.0% | -19.3% | +38.3% | +25.4% |
| YTD | +37.4% | -22.2% | +59.5% | +46.1% |
| 1Y | +54.8% | -23.3% | +78.1% | +64.9% |
| 3Y | -25.2% | -30.0% | +4.8% | -18.8% |
| 5Y | +62.7% | -33.8% | +96.5% | +76.1% |
| 10Y | +574.3% | +24.4% | +549.9% | +418.0% |
| All | +209.9% | +1,025.7% | -815.7% | +22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling