+49.6%
ON vs MDY
+43.9%
+5.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | +0.5% |
| 7D | -4.7% | -2.5% | -2.2% | -0.3% |
| 30D | -13.5% | -5.0% | -8.4% | -5.1% |
| 3M | -36.3% | +0.5% | -36.8% | -36.0% |
| 6M | +17.8% | +8.0% | +9.7% | +6.1% |
| YTD | +29.6% | +12.2% | +17.4% | +9.8% |
| 1Y | +45.8% | +14.0% | +31.8% | +20.7% |
| 3Y | -28.3% | +48.2% | -76.5% | -60.6% |
| 5Y | +49.6% | +46.1% | +3.6% | -7.4% |
| All | +49.6% | +43.9% | +5.7% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling