+49.6%
ON vs MPC
+110.3%
-60.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.3% | +0.1% |
| 7D | +17.0% | +9.4% | +7.6% | +16.7% |
| 30D | -3.9% | -13.4% | +9.6% | -5.0% |
| 3M | -11.5% | +18.9% | -30.4% | -12.0% |
| 6M | -29.2% | +64.9% | -94.1% | -28.3% |
| YTD | +36.2% | +156.8% | -120.6% | +36.6% |
| 1Y | +49.6% | +113.2% | -63.5% | +47.2% |
| All | +49.6% | +110.3% | -60.6% | +47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling