+572.1%
ON vs MDT
+40.9%
+531.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.9% |
| 7D | -4.7% | -1.6% | -3.1% | -3.6% |
| 30D | -13.5% | +1.0% | -14.5% | -14.4% |
| 3M | -36.3% | +15.2% | -51.5% | -44.1% |
| 6M | +17.8% | +3.7% | +14.1% | +11.3% |
| YTD | +29.6% | -3.0% | +32.6% | +28.8% |
| 1Y | +45.8% | +2.5% | +43.3% | +38.0% |
| 3Y | -28.3% | +26.5% | -54.8% | -44.1% |
| 5Y | +49.6% | -18.3% | +67.9% | +67.3% |
| All | +572.1% | +40.9% | +531.3% | +379.9% |
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