+75.8%
MCHP vs ONTO
+695.7%
-619.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.9% | -6.0% | -3.6% |
| 7D | +2.8% | +9.7% | -6.9% | -2.3% |
| 30D | -12.8% | -8.8% | -4.0% | -9.9% |
| 3M | -19.2% | +4.5% | -23.7% | -23.8% |
| 6M | +14.5% | +56.4% | -41.9% | -14.4% |
| YTD | +17.1% | +78.1% | -61.0% | -19.6% |
| 1Y | +15.3% | +171.3% | -155.9% | -38.4% |
| 3Y | +0.5% | +118.7% | -118.2% | -50.5% |
| 5Y | +6.1% | +269.4% | -263.3% | -65.5% |
| All | +75.8% | +695.7% | -619.9% | -70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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