-8.6%
ONON vs MKC
-31.4%
+22.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | -2.1% | -1.5% | -0.6% | -1.9% |
| 30D | -11.6% | -3.1% | -8.5% | -11.3% |
| 3M | -30.1% | +5.2% | -35.3% | -30.3% |
| 6M | -30.5% | -12.8% | -17.7% | -29.7% |
| YTD | -41.0% | -23.3% | -17.7% | -39.8% |
| 1Y | -36.7% | -24.1% | -12.6% | -35.3% |
| 3Y | -8.6% | -32.1% | +23.5% | -3.7% |
| All | -8.6% | -31.4% | +22.8% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling