+52.1%
MMM vs ONTO
+658.6%
-606.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.2% | -6.0% | -0.8% |
| 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% | +8.9% |
| 6M | +5.8% | +28.2% | -22.4% | -1.3% |
| YTD | +6.8% | +69.8% | -63.0% | -5.1% |
| 1Y | +10.4% | +162.9% | -152.5% | -9.4% |
| 3Y | +104.7% | +95.9% | +8.7% | +64.1% |
| 5Y | +23.6% | +244.5% | -220.9% | -15.3% |
| All | +52.1% | +658.6% | -606.5% | -20.6% |
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