+54.8%
ON vs MDB
+18.3%
+36.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.1% | +1.1% |
| 7D | +2.4% | -17.4% | +19.9% | +3.1% |
| 30D | -3.3% | -2.0% | -1.3% | -3.2% |
| 3M | -43.6% | -3.0% | -40.6% | -42.8% |
| 6M | +19.0% | +48.7% | -29.7% | +13.6% |
| YTD | +37.4% | -12.1% | +49.5% | +42.9% |
| 1Y | +54.8% | +14.5% | +40.3% | +50.8% |
| All | +54.8% | +18.3% | +36.4% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 1y: compounded portfolio wealth divided by compounded MDB 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…
1y analysis · Full analysis span regression · 6 months rolling