+2.5%
MDT vs ONTO
+156.1%
-153.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | -0.5% |
| 7D | -1.6% | +6.5% | -8.1% | -1.3% |
| 30D | +1.0% | -15.9% | +16.9% | +0.3% |
| 3M | +15.2% | -0.2% | +15.4% | +14.0% |
| 6M | +3.7% | +38.7% | -35.1% | +0.8% |
| YTD | -3.0% | +70.4% | -73.3% | -6.2% |
| 1Y | +2.5% | +153.6% | -151.1% | -0.9% |
| All | +2.5% | +156.1% | -153.6% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling