+45.4%
ON vs MDB
+9.1%
+36.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.5% | -1.0% | -4.3% |
| 7D | -2.2% | -18.0% | +15.9% | -1.5% |
| 30D | -12.4% | -10.7% | -1.7% | -12.1% |
| 3M | -41.2% | +1.0% | -42.2% | -40.6% |
| 6M | +25.0% | +31.6% | -6.6% | +21.3% |
| YTD | +31.3% | -15.2% | +46.4% | +36.7% |
| 1Y | +45.4% | +10.1% | +35.3% | +41.9% |
| All | +45.4% | +9.1% | +36.3% | +41.9% |
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