+46.0%
ON vs MDT
+2.2%
+43.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.2% |
| 7D | -1.9% | -0.3% | -1.6% | -1.9% |
| 30D | -11.0% | +2.8% | -13.8% | -10.6% |
| 3M | -39.3% | +13.1% | -52.4% | -38.3% |
| 6M | +19.8% | +2.3% | +17.5% | +28.7% |
| YTD | +31.1% | -2.7% | +33.8% | +42.4% |
| 1Y | +46.0% | +0.9% | +45.1% | +55.2% |
| All | +46.0% | +2.2% | +43.8% | +55.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling