+62.9%
ON vs MDB
-28.4%
+91.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.1% | +2.0% |
| 7D | +2.4% | -17.4% | +19.9% | +7.0% |
| 30D | -3.3% | -2.0% | -1.3% | -3.6% |
| 3M | -43.6% | -3.0% | -40.6% | -44.1% |
| 6M | +19.0% | +48.7% | -29.7% | +2.4% |
| YTD | +37.4% | -12.1% | +49.5% | +34.6% |
| 1Y | +54.8% | +14.5% | +40.3% | +39.4% |
| 3Y | -25.2% | -6.1% | -19.0% | -35.2% |
| All | +62.9% | -28.4% | +91.3% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling