+251.3%
ON vs MDB
+892.0%
-640.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +4.6% | +4.5% | +8.0% |
| 7D | -1.4% | -0.9% | -0.5% | -1.0% |
| 30D | -10.9% | -15.2% | +4.3% | -7.0% |
| 3M | -14.9% | -17.9% | +3.1% | -11.9% |
| 6M | -33.0% | +9.3% | -42.3% | -37.6% |
| YTD | +27.6% | -22.0% | +49.6% | +27.3% |
| 1Y | +44.5% | -9.3% | +53.8% | +37.0% |
| 3Y | +7.4% | -10.4% | +17.8% | -6.8% |
| 5Y | +18.7% | -43.2% | +62.0% | +3.9% |
| All | +251.3% | +892.0% | -640.7% | +33.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling