+26.5%
ON vs MPC
+586.3%
-559.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.4% | +2.3% | +4.5% |
| 7D | +3.3% | +2.6% | +0.8% | +2.6% |
| 30D | -3.1% | -12.2% | +9.1% | +1.2% |
| 3M | -9.2% | +20.1% | -29.3% | -16.7% |
| 6M | -31.4% | +60.6% | -92.0% | -44.6% |
| YTD | +36.0% | +150.6% | -114.6% | -12.3% |
| 1Y | +52.0% | +104.7% | -52.6% | +7.8% |
| 3Y | +9.3% | +194.5% | -185.2% | -38.7% |
| 5Y | +26.5% | +582.3% | -555.8% | -57.0% |
| All | +26.5% | +586.3% | -559.8% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling