-15.1%
MP vs ONTO
+84.2%
-99.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +11.1% | -6.1% | +0.3% |
| 7D | -10.5% | -14.0% | +3.5% | -5.3% |
| 30D | -23.5% | -43.1% | +19.5% | -4.1% |
| 3M | -25.4% | -35.5% | +10.1% | -13.4% |
| 6M | -51.3% | -41.1% | -10.2% | -42.6% |
| YTD | -29.9% | +9.8% | -39.7% | -37.6% |
| 1Y | -31.8% | +31.5% | -63.4% | -43.9% |
| 3Y | +127.0% | +45.2% | +81.8% | +42.7% |
| All | -15.1% | +84.2% | -99.3% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling