+52.0%
ON vs MPC
+107.1%
-55.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.4% | +2.3% | +5.7% |
| 7D | +3.3% | +2.6% | +0.8% | +3.1% |
| 30D | -3.1% | -12.2% | +9.1% | -4.1% |
| 3M | -9.2% | +20.1% | -29.3% | -9.6% |
| 6M | -31.4% | +60.6% | -92.0% | -30.3% |
| YTD | +36.0% | +150.6% | -114.6% | +37.2% |
| 1Y | +52.0% | +104.7% | -52.6% | +49.4% |
| All | +52.0% | +107.1% | -55.0% | +49.4% |
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