+452.4%
ON vs MPC
+1,096.9%
-644.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.1% |
| 7D | -11.7% | -16.2% | +4.5% | -3.8% |
| 30D | -23.3% | -15.7% | -7.6% | -17.4% |
| 3M | -19.2% | +24.9% | -44.1% | -29.0% |
| 6M | -40.1% | +52.7% | -92.8% | -52.9% |
| YTD | +16.9% | +131.9% | -114.9% | -27.5% |
| 1Y | +29.7% | +96.6% | -66.9% | -12.7% |
| 3Y | -4.4% | +163.8% | -168.2% | -47.1% |
| 5Y | +7.1% | +533.1% | -526.1% | -64.5% |
| All | +452.4% | +1,096.9% | -644.4% | +26.6% |
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