-4.4%
ON vs MP
+114.3%
-118.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.5% | -0.5% |
| 7D | -11.7% | -10.5% | -1.2% | -9.6% |
| 30D | -23.3% | -23.5% | +0.3% | -19.0% |
| 3M | -19.2% | -25.4% | +6.3% | -14.7% |
| 6M | -40.1% | -51.3% | +11.1% | -31.9% |
| YTD | +16.9% | -29.9% | +46.8% | +23.1% |
| 1Y | +29.7% | -31.8% | +61.6% | +36.0% |
| 3Y | -4.4% | +127.0% | -131.4% | -36.4% |
| All | -4.4% | +114.3% | -118.8% | -36.4% |
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