+29.7%
ON vs MP
-37.2%
+66.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.5% | -0.9% |
| 7D | -11.7% | -10.5% | -1.2% | -8.9% |
| 30D | -23.3% | -23.5% | +0.3% | -17.7% |
| 3M | -19.2% | -25.4% | +6.3% | -13.5% |
| 6M | -40.1% | -51.3% | +11.1% | -30.6% |
| YTD | +16.9% | -29.9% | +46.8% | +26.9% |
| 1Y | +29.7% | -31.8% | +61.6% | +41.9% |
| All | +29.7% | -37.2% | +66.9% | +41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling