-25.1%
ON vs MPC
+181.4%
-206.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +2.4% | +5.4% | -3.0% | +0.7% |
| 30D | -3.3% | +31.0% | -34.3% | -11.5% |
| 3M | -43.6% | +46.0% | -89.6% | -50.3% |
| 6M | +19.0% | +77.3% | -58.4% | -3.5% |
| YTD | +37.4% | +141.9% | -104.5% | -2.8% |
| 1Y | +54.8% | +120.9% | -66.2% | +13.0% |
| All | -25.1% | +181.4% | -206.5% | -54.2% |
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