+523.3%
ON vs MDT
+62.9%
+460.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.9% | -5.5% | -4.9% |
| 7D | +12.2% | +1.0% | +11.2% | +11.4% |
| 30D | -3.1% | +9.2% | -12.3% | -9.7% |
| 3M | -12.9% | +14.5% | -27.4% | -22.2% |
| 6M | -38.6% | +37.3% | -75.9% | -53.4% |
| YTD | +31.2% | +9.8% | +21.4% | +17.8% |
| 1Y | +47.6% | +10.5% | +37.1% | +31.5% |
| 3Y | +6.6% | +57.4% | -50.8% | -30.6% |
| 5Y | +21.3% | +1.2% | +20.1% | +13.4% |
| All | +523.3% | +62.9% | +460.4% | +285.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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