+276.4%
ON vs MP
+278.3%
-1.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.8% | -0.3% |
| 7D | +17.0% | +11.0% | +6.0% | +14.0% |
| 30D | -3.9% | -11.7% | +7.9% | -0.7% |
| 3M | -11.5% | -30.8% | +19.3% | -3.4% |
| 6M | -29.2% | -42.9% | +13.7% | -19.4% |
| YTD | +36.2% | -25.9% | +62.0% | +42.6% |
| 1Y | +49.6% | -37.3% | +86.9% | +62.0% |
| 3Y | +9.4% | +150.7% | -141.2% | -31.8% |
| 5Y | +25.8% | -19.3% | +45.1% | +4.6% |
| All | +276.4% | +278.3% | -1.9% | +147.0% |
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