-19.1%
MXL vs ONTO
+124.4%
-143.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.9% | -2.5% | -3.2% |
| 7D | +13.4% | +17.5% | -4.1% | +0.7% |
| 30D | -29.2% | -15.7% | -13.6% | -17.4% |
| 3M | -27.2% | -39.7% | +12.5% | +10.2% |
| 6M | -36.4% | -26.5% | -9.9% | -13.9% |
| YTD | +220.0% | +29.0% | +191.0% | +205.6% |
| 1Y | +304.8% | +57.0% | +247.8% | +241.2% |
| 3Y | +238.5% | +50.0% | +188.5% | +149.1% |
| All | -19.1% | +124.4% | -143.5% | -62.8% |
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