+586.6%
MPC vs ONTO
+341.5%
+245.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -15.6% | +11.7% | -0.4% |
| 7D | -12.8% | -29.7% | +16.9% | -6.0% |
| 30D | -12.7% | -50.3% | +37.5% | +1.0% |
| 3M | +27.1% | -43.5% | +70.6% | +40.6% |
| 6M | +45.8% | -48.9% | +94.6% | +60.4% |
| YTD | +134.7% | -1.2% | +135.9% | +110.6% |
| 1Y | +106.0% | +14.9% | +91.1% | +76.1% |
| 3Y | +165.5% | +31.2% | +134.3% | +84.3% |
| 5Y | +540.9% | +68.1% | +472.8% | +256.1% |
| All | +586.6% | +341.5% | +245.1% | +82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling