+17.9%
ONDS vs MCO
+74.8%
-56.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.6% |
| 7D | -5.0% | -7.3% | +2.3% | +0.5% |
| 30D | -25.6% | -1.7% | -23.9% | -25.1% |
| 3M | -22.1% | +3.9% | -26.0% | -26.4% |
| 6M | -27.6% | +3.8% | -31.4% | -32.1% |
| YTD | -25.7% | -7.9% | -17.8% | -24.4% |
| 1Y | +30.4% | -6.8% | +37.2% | +30.4% |
| 3Y | +695.0% | +40.9% | +654.0% | +487.9% |
| 5Y | -2.2% | +27.5% | -29.7% | -28.4% |
| All | +17.9% | +74.8% | -56.9% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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