+163.8%
ON vs MMM
+958.3%
-794.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.5% |
| 7D | -11.7% | +6.2% | -17.9% | -16.2% |
| 30D | -23.3% | +14.2% | -37.5% | -31.4% |
| 3M | -19.2% | +2.9% | -22.1% | -21.5% |
| 6M | -40.1% | +27.6% | -67.7% | -50.8% |
| YTD | +16.9% | +17.3% | -0.4% | +1.4% |
| 1Y | +29.7% | +15.1% | +14.6% | +14.2% |
| 3Y | -4.4% | +157.1% | -161.5% | -58.3% |
| 5Y | +7.1% | +45.1% | -38.0% | -26.5% |
| 10Y | +447.2% | +83.9% | +363.3% | +200.6% |
| All | +163.8% | +958.3% | -794.5% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 all: compounded portfolio wealth divided by compounded MMM 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…
all analysis · Full analysis span regression · 6 months rolling