+221.9%
ON vs MDB
+848.0%
-626.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.2% |
| 7D | -11.7% | -11.4% | -0.3% | -8.8% |
| 30D | -23.3% | -13.8% | -9.4% | -20.4% |
| 3M | -19.2% | -15.5% | -3.7% | -17.1% |
| 6M | -40.1% | +17.9% | -58.1% | -45.6% |
| YTD | +16.9% | -25.5% | +42.4% | +17.9% |
| 1Y | +29.7% | -12.1% | +41.8% | +23.9% |
| 3Y | -4.4% | -5.9% | +1.5% | -18.6% |
| 5Y | +7.1% | -43.7% | +50.8% | -6.3% |
| All | +221.9% | +848.0% | -626.1% | +23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling