+209.9%
ON vs MDT
+195.4%
+14.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.2% | +0.4% |
| 7D | +2.4% | +3.2% | -0.8% | +0.6% |
| 30D | -3.3% | +9.5% | -12.8% | -8.3% |
| 3M | -43.6% | +16.0% | -59.6% | -49.0% |
| 6M | +19.0% | +0.2% | +18.7% | +16.2% |
| YTD | +37.4% | -0.3% | +37.6% | +34.3% |
| 1Y | +54.8% | +4.7% | +50.0% | +46.8% |
| 3Y | -25.2% | +26.5% | -51.7% | -36.9% |
| 5Y | +62.7% | -18.2% | +80.9% | +73.8% |
| 10Y | +574.3% | +40.0% | +534.3% | +451.8% |
| All | +209.9% | +195.4% | +14.5% | +63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling