+556.1%
ON vs MPC
+1,145.2%
-589.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.4% | +2.3% | +4.1% |
| 7D | +3.3% | +2.6% | +0.8% | +2.4% |
| 30D | -3.1% | -12.2% | +9.1% | +2.6% |
| 3M | -9.2% | +20.1% | -29.3% | -18.2% |
| 6M | -31.4% | +60.6% | -92.0% | -47.2% |
| YTD | +36.0% | +150.6% | -114.6% | -18.7% |
| 1Y | +52.0% | +104.7% | -52.6% | +0.6% |
| 3Y | +9.3% | +194.5% | -185.2% | -42.7% |
| 5Y | +26.5% | +582.3% | -555.8% | -59.5% |
| 10Y | +556.1% | +1,135.3% | -579.1% | +45.6% |
| All | +556.1% | +1,145.2% | -589.0% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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