-4.9%
ON vs MP
+104.2%
-109.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -6.0% | -5.5% | -10.3% |
| 7D | -16.3% | -19.0% | +2.7% | -12.5% |
| 30D | -27.0% | -30.5% | +3.5% | -21.5% |
| 3M | -18.1% | -29.6% | +11.5% | -12.5% |
| 6M | -38.6% | -50.4% | +11.8% | -30.3% |
| YTD | +16.4% | -33.2% | +49.6% | +23.7% |
| 1Y | +25.8% | -38.6% | +64.4% | +34.6% |
| All | -4.9% | +104.2% | -109.1% | -36.1% |
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