+158.4%
MMM vs ONTO
+51.5%
+106.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.7% |
| 7D | -0.4% | +17.5% | -17.9% | -1.9% |
| 30D | +12.1% | -15.7% | +27.8% | +13.5% |
| 3M | +1.4% | -39.7% | +41.1% | +5.8% |
| 6M | +26.6% | -26.5% | +53.1% | +27.4% |
| YTD | +16.8% | +29.0% | -12.2% | +8.8% |
| 1Y | +10.1% | +57.0% | -46.9% | -0.1% |
| 3Y | +158.4% | +50.0% | +108.4% | +123.2% |
| All | +158.4% | +51.5% | +106.9% | +123.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling