-38.6%
ON vs MDY
+0.8%
-39.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.2% |
| 7D | +12.2% | +2.3% | +10.0% | +4.8% |
| 30D | -3.1% | +2.0% | -5.1% | -8.6% |
| 3M | -12.9% | -5.6% | -7.2% | +7.6% |
| 6M | -38.6% | +1.3% | -39.9% | -39.6% |
| All | -38.6% | +0.8% | -39.4% | -39.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling