-26.8%
MDB vs ONON
-20.9%
-5.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.5% |
| 7D | -17.4% | -3.0% | -14.5% | -16.3% |
| 30D | -2.0% | -26.7% | +24.7% | +10.9% |
| 3M | -3.0% | -25.3% | +22.3% | +7.8% |
| 6M | +48.7% | -35.3% | +83.9% | +74.1% |
| YTD | -12.1% | -39.8% | +27.6% | +7.3% |
| 1Y | +14.5% | -39.2% | +53.7% | +36.4% |
| 3Y | -6.1% | -4.2% | -1.9% | -18.9% |
| All | -26.8% | -20.9% | -5.8% | -42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling