+57.5%
MP vs ONON
-23.0%
+80.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +2.3% |
| 7D | +3.0% | -1.7% | +4.7% | +3.5% |
| 30D | +8.3% | -27.4% | +35.7% | +17.7% |
| 3M | -3.8% | -26.5% | +22.7% | +3.5% |
| 6M | -4.9% | -34.2% | +29.3% | +5.2% |
| YTD | +9.6% | -41.3% | +50.9% | +24.5% |
| 1Y | -11.7% | -39.7% | +27.9% | -1.6% |
| 3Y | +158.5% | -7.8% | +166.3% | +128.7% |
| All | +57.5% | -23.0% | +80.4% | +26.9% |
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