+523.3%
ON vs MDY
+165.3%
+358.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.4% |
| 7D | +12.2% | +2.3% | +10.0% | +8.5% |
| 30D | -3.1% | +2.0% | -5.1% | -5.4% |
| 3M | -12.9% | -5.6% | -7.2% | -2.9% |
| 6M | -38.6% | +1.3% | -39.9% | -37.8% |
| YTD | +31.2% | +12.3% | +18.9% | +13.7% |
| 1Y | +47.6% | +15.8% | +31.9% | +22.0% |
| 3Y | +6.6% | +56.5% | -49.9% | -42.6% |
| 5Y | +21.3% | +35.1% | -13.9% | -13.3% |
| All | +523.3% | +165.3% | +358.0% | +67.2% |
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