+264.6%
MP vs ONTO
+483.3%
-218.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.8% | -5.2% | -4.2% |
| 7D | -3.6% | -2.4% | -1.2% | -3.3% |
| 30D | -21.0% | -32.9% | +12.0% | -7.4% |
| 3M | -33.3% | -32.2% | -1.1% | -23.7% |
| 6M | -45.9% | -30.6% | -15.3% | -40.6% |
| YTD | -27.8% | +25.1% | -52.9% | -39.5% |
| 1Y | -43.2% | +40.0% | -83.2% | -54.8% |
| 3Y | +144.0% | +45.7% | +98.3% | +58.8% |
| 5Y | -6.1% | +128.8% | -134.9% | -57.0% |
| All | +264.6% | +483.3% | -218.7% | +14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling