+45.4%
ON vs MPC
+124.8%
-79.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.3% | -6.7% | -4.5% |
| 7D | -2.2% | +3.9% | -6.0% | -2.2% |
| 30D | -12.4% | +33.8% | -46.2% | -13.1% |
| 3M | -41.2% | +49.9% | -91.1% | -41.5% |
| 6M | +25.0% | +80.9% | -56.0% | +23.0% |
| YTD | +31.3% | +147.4% | -116.2% | +23.5% |
| 1Y | +45.4% | +123.2% | -77.8% | +38.8% |
| All | +45.4% | +124.8% | -79.3% | +38.8% |
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