+22.5%
ON vs MDT
-2.4%
+24.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.2% |
| 7D | -4.1% | +2.7% | -6.9% | -5.3% |
| 30D | -10.2% | +14.8% | -25.0% | -15.7% |
| 3M | -12.7% | +14.6% | -27.3% | -18.4% |
| 6M | -32.5% | +35.7% | -68.3% | -43.3% |
| YTD | +28.6% | +8.5% | +20.1% | +23.3% |
| 1Y | +43.4% | +13.3% | +30.1% | +33.4% |
| 3Y | +3.3% | +58.6% | -55.3% | -22.4% |
| 5Y | +22.5% | -2.6% | +25.1% | +15.6% |
| All | +22.5% | -2.4% | +24.9% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling