+55.1%
MP vs ONON
-20.9%
+76.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.8% |
| 7D | -2.9% | -3.0% | +0.1% | -2.0% |
| 30D | +13.8% | -26.7% | +40.5% | +23.4% |
| 3M | -16.7% | -25.3% | +8.6% | -10.7% |
| 6M | -11.5% | -35.3% | +23.8% | -1.6% |
| YTD | +7.9% | -39.8% | +47.7% | +21.8% |
| 1Y | -15.0% | -39.2% | +24.2% | -5.4% |
| 3Y | +153.5% | -4.2% | +157.8% | +121.6% |
| All | +55.1% | -20.9% | +76.0% | +24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling