+186.2%
MXL vs ONTO
+476.3%
-290.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.9% | -2.5% | -3.2% |
| 7D | +13.4% | +17.5% | -4.1% | +0.5% |
| 30D | -29.2% | -15.7% | -13.6% | -17.1% |
| 3M | -27.2% | -39.7% | +12.5% | +11.3% |
| 6M | -36.4% | -26.5% | -9.9% | -13.7% |
| YTD | +220.0% | +29.0% | +191.0% | +196.6% |
| 1Y | +304.8% | +57.0% | +247.8% | +227.5% |
| 3Y | +238.5% | +50.0% | +188.5% | +135.8% |
| 5Y | -18.8% | +127.3% | -146.0% | -62.9% |
| All | +186.2% | +476.3% | -290.1% | -48.1% |
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