+3.3%
ON vs MPC
+188.2%
-184.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -4.1% | -8.8% | +4.7% | -1.6% |
| 30D | -10.2% | -14.4% | +4.2% | -6.6% |
| 3M | -12.7% | +21.9% | -34.7% | -19.2% |
| 6M | -32.5% | +60.1% | -92.7% | -43.2% |
| YTD | +28.6% | +142.3% | -113.8% | -10.6% |
| 1Y | +43.4% | +101.7% | -58.3% | +8.0% |
| 3Y | +3.3% | +184.8% | -181.5% | -38.2% |
| All | +3.3% | +188.2% | -184.9% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling