+241.2%
MXL vs ONTO
+695.7%
-454.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.9% | +1.1% | +2.3% |
| 7D | +15.5% | +9.7% | +5.8% | +7.8% |
| 30D | -11.3% | -8.8% | -2.5% | -5.0% |
| 3M | -16.1% | +4.5% | -20.6% | -15.5% |
| 6M | +323.0% | +56.4% | +266.6% | +225.1% |
| YTD | +281.5% | +78.1% | +203.5% | +165.8% |
| 1Y | +319.3% | +171.3% | +148.0% | +115.7% |
| 3Y | +189.4% | +118.7% | +70.7% | +43.2% |
| 5Y | +26.0% | +269.4% | -243.4% | -62.1% |
| All | +241.2% | +695.7% | -454.5% | -53.5% |
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