+4.1%
MDT vs ONTO
+696.1%
-692.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.6% | -5.3% | -1.2% |
| 7D | -3.4% | +4.9% | -8.4% | -3.9% |
| 30D | +0.2% | -16.6% | +16.8% | +1.8% |
| 3M | +14.3% | -7.3% | +21.6% | +13.2% |
| 6M | +4.0% | +45.9% | -41.9% | -3.6% |
| YTD | -3.7% | +78.2% | -81.8% | -13.5% |
| 1Y | -0.4% | +159.8% | -160.2% | -15.6% |
| 3Y | +23.3% | +123.4% | -100.1% | -2.5% |
| 5Y | -18.9% | +265.8% | -284.7% | -46.3% |
| All | +4.1% | +696.1% | -692.0% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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