-36.7%
ONON vs MCO
-5.7%
-31.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.5% |
| 7D | -2.1% | -3.8% | +1.7% | -0.8% |
| 30D | -11.6% | -0.4% | -11.2% | -11.5% |
| 3M | -30.1% | +7.7% | -37.8% | -31.4% |
| 6M | -30.5% | +7.0% | -37.5% | -31.9% |
| YTD | -41.0% | -6.4% | -34.6% | -39.8% |
| 1Y | -36.7% | -7.6% | -29.1% | -36.1% |
| All | -36.7% | -5.7% | -31.0% | -36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling