-27.5%
ON vs MDY
+48.7%
-76.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +0.9% | +1.8% |
| 7D | -1.9% | -0.8% | -1.1% | -0.5% |
| 30D | -11.0% | -3.9% | -7.2% | -4.4% |
| 3M | -39.3% | 0.0% | -39.3% | -38.4% |
| 6M | +19.8% | +8.5% | +11.3% | +7.1% |
| YTD | +31.1% | +13.2% | +17.9% | +9.4% |
| 1Y | +46.0% | +15.0% | +31.0% | +19.1% |
| All | -27.5% | +48.7% | -76.1% | -56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling