+26.0%
MMM vs ONON
-24.2%
+50.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | -3.2% | -5.3% | +2.1% | -2.5% |
| 30D | -10.7% | -13.1% | +2.5% | -8.8% |
| 3M | +4.3% | -29.3% | +33.6% | +9.0% |
| 6M | +5.9% | -34.5% | +40.5% | +11.6% |
| YTD | +3.2% | -42.2% | +45.4% | +10.5% |
| 1Y | +8.0% | -37.3% | +45.3% | +13.9% |
| 3Y | +99.1% | -9.3% | +108.3% | +96.2% |
| All | +26.0% | -24.2% | +50.1% | +18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling