+516.0%
ON vs MPC
+1,165.8%
-649.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +4.6% | +4.6% | +6.9% |
| 7D | -1.4% | -9.4% | +8.0% | +3.5% |
| 30D | -10.9% | -14.3% | +3.5% | -4.5% |
| 3M | -14.9% | +31.1% | -46.0% | -26.9% |
| 6M | -33.0% | +60.3% | -93.3% | -48.5% |
| YTD | +27.6% | +142.5% | -114.9% | -22.5% |
| 1Y | +44.5% | +104.6% | -60.1% | -4.5% |
| 3Y | +7.4% | +191.7% | -184.3% | -43.5% |
| 5Y | +18.7% | +549.2% | -530.5% | -61.0% |
| 10Y | +516.0% | +1,106.2% | -590.3% | +38.1% |
| All | +516.0% | +1,165.8% | -649.8% | +38.1% |
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