-25.1%
ON vs MP
+154.2%
-179.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.7% |
| 7D | +2.4% | -2.9% | +5.3% | +3.0% |
| 30D | -3.3% | +13.8% | -17.1% | -6.0% |
| 3M | -43.6% | -16.7% | -26.9% | -41.9% |
| 6M | +19.0% | -11.5% | +30.4% | +20.1% |
| YTD | +37.4% | +7.9% | +29.4% | +32.9% |
| 1Y | +54.8% | -15.0% | +69.8% | +52.4% |
| All | -25.1% | +154.2% | -179.3% | -51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling