+29.4%
MMM vs ONTO
+243.6%
-214.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.2% | -6.0% | -0.6% |
| 7D | -3.3% | -1.0% | -2.3% | -3.2% |
| 30D | -7.0% | -2.9% | -4.1% | -7.1% |
| 3M | +10.8% | -2.5% | +13.3% | +9.2% |
| 6M | +5.8% | +28.2% | -22.4% | -0.6% |
| YTD | +6.8% | +69.8% | -63.0% | -4.0% |
| 1Y | +10.4% | +162.9% | -152.5% | -7.6% |
| 3Y | +104.7% | +95.9% | +8.7% | +66.6% |
| All | +29.4% | +243.6% | -214.2% | -9.9% |
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