+3.7%
MP vs ONON
-2.0%
+5.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -7.1% | +10.1% | +5.0% |
| 7D | -3.6% | -4.9% | +1.3% | -2.5% |
| 30D | -21.0% | -1.1% | -19.9% | -21.2% |
| 3M | -33.3% | -10.5% | -22.8% | -32.3% |
| 6M | -45.9% | -1.5% | -44.4% | -47.2% |
| YTD | -27.8% | -25.3% | -2.5% | -24.1% |
| 1Y | -43.2% | -0.7% | -42.4% | -45.8% |
| 3Y | +144.0% | +29.0% | +115.0% | +93.6% |
| 5Y | -6.1% | -6.7% | +0.6% | -29.2% |
| All | +3.7% | -2.0% | +5.7% | -22.7% |
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