+58.1%
MP vs ONTO
+243.6%
-185.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.2% | -4.8% | -1.2% |
| 7D | -2.9% | -1.0% | -1.8% | -2.5% |
| 30D | +13.8% | -2.9% | +16.7% | +13.6% |
| 3M | -16.7% | -2.5% | -14.2% | -19.0% |
| 6M | -11.5% | +28.2% | -39.7% | -24.4% |
| YTD | +7.9% | +69.8% | -61.8% | -18.4% |
| 1Y | -15.0% | +162.9% | -177.9% | -47.2% |
| 3Y | +153.5% | +95.9% | +57.6% | +45.8% |
| All | +58.1% | +243.6% | -185.5% | -43.0% |
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