+58.5%
ON vs MDT
-19.6%
+78.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.5% | -3.6% |
| 7D | -2.2% | +0.4% | -2.5% | -2.3% |
| 30D | -12.4% | +6.0% | -18.4% | -14.9% |
| 3M | -41.2% | +15.5% | -56.7% | -45.9% |
| 6M | +25.0% | +3.4% | +21.6% | +22.1% |
| YTD | +31.3% | -2.2% | +33.4% | +32.2% |
| 1Y | +45.4% | +2.6% | +42.8% | +41.9% |
| 3Y | -27.4% | +27.5% | -54.9% | -38.1% |
| 5Y | +58.5% | -20.1% | +78.5% | +62.1% |
| All | +58.5% | -19.6% | +78.1% | +62.1% |
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