+631.4%
ON vs MPC
+2,977.1%
-2,345.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +2.4% | +5.4% | -3.0% | 0.0% |
| 30D | -3.3% | +31.0% | -34.3% | -14.8% |
| 3M | -43.6% | +46.0% | -89.6% | -52.9% |
| 6M | +19.0% | +77.3% | -58.4% | -10.5% |
| YTD | +37.4% | +141.9% | -104.5% | -11.2% |
| 1Y | +54.8% | +120.9% | -66.2% | +3.7% |
| 3Y | -25.2% | +182.7% | -207.9% | -56.7% |
| 5Y | +62.7% | +646.4% | -583.7% | -41.8% |
| 10Y | +574.3% | +1,138.7% | -564.4% | +75.5% |
| All | +631.4% | +2,977.1% | -2,345.7% | +14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling