+629.3%
ON vs MDY
+177.2%
+452.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.8% | +7.7% | +7.2% |
| 7D | +2.4% | -1.9% | +4.2% | +5.6% |
| 30D | -8.6% | -4.6% | -4.0% | -1.1% |
| 3M | -34.3% | -1.2% | -33.1% | -32.2% |
| 6M | +28.5% | +9.2% | +19.3% | +14.8% |
| YTD | +40.6% | +13.1% | +27.6% | +19.2% |
| 1Y | +55.3% | +13.0% | +42.3% | +32.5% |
| 3Y | -22.2% | +49.2% | -71.4% | -55.4% |
| 5Y | +62.4% | +47.2% | +15.1% | +1.4% |
| All | +629.3% | +177.2% | +452.1% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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