+275.8%
ON vs MP
+271.0%
+4.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.7% | +5.0% | +5.6% |
| 7D | +3.3% | +2.3% | +1.1% | +2.9% |
| 30D | -3.1% | -15.3% | +12.2% | +1.1% |
| 3M | -9.2% | -33.5% | +24.3% | +0.1% |
| 6M | -31.4% | -45.5% | +14.2% | -20.9% |
| YTD | +36.0% | -27.3% | +63.3% | +43.1% |
| 1Y | +52.0% | -40.7% | +92.7% | +66.8% |
| 3Y | +9.3% | +145.9% | -136.6% | -31.6% |
| 5Y | +26.5% | -13.9% | +40.4% | +4.2% |
| All | +275.8% | +271.0% | +4.8% | +147.8% |
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