-19.2%
MDT vs ONON
-22.6%
+3.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.9% |
| 7D | -3.4% | -2.1% | -1.3% | -3.2% |
| 30D | +0.2% | -11.6% | +11.8% | +1.2% |
| 3M | +14.3% | -30.1% | +44.3% | +17.2% |
| 6M | +4.0% | -30.5% | +34.5% | +6.5% |
| YTD | -3.7% | -41.0% | +37.4% | -0.2% |
| 1Y | -0.4% | -36.7% | +36.3% | +2.4% |
| 3Y | +23.3% | -8.6% | +31.9% | +19.9% |
| All | -19.2% | -22.6% | +3.4% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling