+255.3%
ON vs MP
+268.3%
-12.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +1.6% |
| 7D | -4.1% | -3.6% | -0.5% | -3.1% |
| 30D | -10.2% | -21.0% | +10.8% | -4.7% |
| 3M | -12.7% | -33.3% | +20.5% | -3.9% |
| 6M | -32.5% | -45.9% | +13.4% | -22.1% |
| YTD | +28.6% | -27.8% | +56.4% | +35.5% |
| 1Y | +43.4% | -43.2% | +86.6% | +59.0% |
| 3Y | +3.3% | +144.0% | -140.7% | -35.2% |
| 5Y | +22.5% | -6.1% | +28.6% | -0.5% |
| All | +255.3% | +268.3% | -12.9% | +134.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling