+7.7%
MDT vs ONTO
+658.6%
-650.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.2% | -5.0% | +0.5% |
| 7D | +3.2% | -1.0% | +4.2% | +3.3% |
| 30D | +9.5% | -2.9% | +12.4% | +9.3% |
| 3M | +16.0% | -2.5% | +18.4% | +13.9% |
| 6M | +0.2% | +28.2% | -28.0% | -5.7% |
| YTD | -0.3% | +69.8% | -70.1% | -10.0% |
| 1Y | +4.7% | +162.9% | -158.2% | -11.6% |
| 3Y | +26.5% | +95.9% | -69.4% | +2.3% |
| 5Y | -18.2% | +244.5% | -262.7% | -45.4% |
| All | +7.7% | +658.6% | -650.9% | -50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling