-17.9%
MDT vs ONON
-23.0%
+5.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.7% |
| 7D | +0.4% | -1.7% | +2.0% | +0.5% |
| 30D | +6.0% | -27.4% | +33.4% | +8.5% |
| 3M | +15.5% | -26.5% | +42.0% | +18.1% |
| 6M | +3.4% | -34.2% | +37.6% | +6.3% |
| YTD | -2.2% | -41.3% | +39.2% | +1.4% |
| 1Y | +2.6% | -39.7% | +42.3% | +5.9% |
| 3Y | +27.5% | -7.8% | +35.4% | +23.8% |
| All | -17.9% | -23.0% | +5.0% | -22.5% |
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