+995.4%
MU vs ONON
+28.8%
+966.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | 0.0% | +11.9% | +11.9% |
| 7D | +2.0% | -10.1% | +12.1% | +5.0% |
| 30D | -18.0% | -1.8% | -16.1% | -17.8% |
| 3M | -6.6% | +12.3% | -18.9% | -10.2% |
| 6M | +2.0% | +2.0% | +0.1% | -1.7% |
| YTD | +184.5% | -25.3% | +209.8% | +200.9% |
| 1Y | +236.9% | -1.3% | +238.2% | +222.8% |
| All | +995.4% | +28.8% | +966.5% | +952.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling