+55.3%
ON vs MDY
+14.6%
+40.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.8% | +7.7% | +6.7% |
| 7D | +2.4% | -1.9% | +4.2% | +6.8% |
| 30D | -8.6% | -4.6% | -4.0% | +1.7% |
| 3M | -34.3% | -1.2% | -33.1% | -31.5% |
| 6M | +28.5% | +9.2% | +19.3% | +12.6% |
| YTD | +40.6% | +13.1% | +27.6% | +15.1% |
| 1Y | +55.3% | +13.0% | +42.3% | +28.6% |
| All | +55.3% | +14.6% | +40.7% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling