-8.6%
ONON vs MCO
+42.6%
-51.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.3% |
| 7D | -2.1% | -3.8% | +1.7% | -0.1% |
| 30D | -11.6% | -0.4% | -11.2% | -11.5% |
| 3M | -30.1% | +7.7% | -37.8% | -32.7% |
| 6M | -30.5% | +7.0% | -37.5% | -33.1% |
| YTD | -41.0% | -6.4% | -34.6% | -39.3% |
| 1Y | -36.7% | -7.6% | -29.1% | -34.5% |
| 3Y | -8.6% | +43.2% | -51.8% | -26.5% |
| All | -8.6% | +42.6% | -51.2% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling