-19.5%
MDT vs ONTO
+268.0%
-287.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.5% |
| 7D | -0.3% | +9.4% | -9.7% | -0.7% |
| 30D | +2.8% | -4.4% | +7.2% | +2.8% |
| 3M | +13.1% | +1.6% | +11.5% | +11.8% |
| 6M | +2.3% | +45.3% | -42.9% | -1.6% |
| YTD | -2.7% | +76.4% | -79.0% | -7.9% |
| 1Y | +0.9% | +167.2% | -166.3% | -7.7% |
| 3Y | +26.8% | +116.6% | -89.7% | +11.3% |
| 5Y | -19.5% | +263.7% | -283.2% | -37.4% |
| All | -19.5% | +268.0% | -287.4% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling