-25.7%
MDB vs ONON
-24.2%
-1.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -2.8% | -5.3% | +2.6% | -0.3% |
| 30D | -14.9% | -13.1% | -1.7% | -9.1% |
| 3M | +7.3% | -29.3% | +36.7% | +22.5% |
| 6M | +38.2% | -34.5% | +72.7% | +60.9% |
| YTD | -10.9% | -42.2% | +31.3% | +10.9% |
| 1Y | +11.6% | -37.3% | +49.0% | +30.8% |
| 3Y | -0.9% | -9.3% | +8.4% | -12.0% |
| All | -25.7% | -24.2% | -1.6% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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