+449.2%
ONTO vs MKC
-30.4%
+479.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.1% | +13.1% | +12.0% |
| 7D | +1.4% | -1.9% | +3.3% | +1.4% |
| 30D | -34.1% | +8.0% | -42.1% | -34.6% |
| 3M | -37.1% | -8.6% | -28.4% | -36.7% |
| 6M | -31.8% | +1.1% | -32.9% | -32.5% |
| YTD | +22.9% | -27.7% | +50.6% | +27.8% |
| 1Y | +39.5% | -23.7% | +63.2% | +43.5% |
| 3Y | +57.7% | -19.4% | +77.1% | +54.8% |
| 5Y | +115.8% | -33.3% | +149.2% | +116.6% |
| All | +449.2% | -30.4% | +479.7% | +384.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling