-23.3%
ONON vs MKC
-32.0%
+8.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -3.5% | -4.3% | +0.9% | -2.7% |
| 30D | -30.8% | -3.1% | -27.7% | -30.4% |
| 3M | -29.8% | +6.8% | -36.6% | -30.6% |
| 6M | -34.8% | -18.3% | -16.5% | -32.5% |
| YTD | -42.3% | -23.1% | -19.2% | -39.7% |
| 1Y | -39.5% | -23.7% | -15.9% | -36.9% |
| 3Y | -9.3% | -31.0% | +21.7% | -4.2% |
| All | -23.3% | -32.0% | +8.7% | -22.5% |
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