Add olive oil to a large skillet with onion and garlic. Cook over medium heat 2 minutes. Add white wine vinegar and cook, stirring often until liquid has evaporated and onions start to caramelize.

Add mayonnaise to a medium- size bowl and add in onion mixture, dijon mustard, horseradish, sugar, salt and malt vinegar.

Stir until well combined.

Cover and refrigerated until ready to serve.