-9.1%
MDB vs ONON
-10.5%
+1.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.2% | +1.2% |
| 7D | -4.5% | -3.5% | -1.1% | -3.4% |
| 30D | -14.0% | -30.8% | +16.8% | -4.5% |
| 3M | +5.3% | -29.8% | +35.1% | +15.9% |
| 6M | +31.9% | -34.8% | +66.7% | +47.6% |
| YTD | -14.6% | -42.3% | +27.6% | +0.7% |
| 1Y | +8.2% | -39.5% | +47.8% | +24.5% |
| All | -9.1% | -10.5% | +1.4% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling