+27.2%
MMM vs ONON
-24.2%
+51.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.6% |
| 7D | -2.6% | -3.5% | +0.9% | -2.1% |
| 30D | -9.3% | -30.8% | +21.5% | -4.7% |
| 3M | +5.6% | -29.8% | +35.4% | +10.5% |
| 6M | +9.5% | -34.8% | +44.3% | +15.4% |
| YTD | +4.1% | -42.3% | +46.4% | +11.5% |
| 1Y | +9.4% | -39.5% | +48.9% | +15.9% |
| 3Y | +101.0% | -9.3% | +110.3% | +98.1% |
| All | +27.2% | -24.2% | +51.4% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling