+519.6%
ON vs MPC
+2,885.5%
-2,365.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.9% | -7.6% | -9.8% |
| 7D | -16.3% | -12.8% | -3.5% | -11.1% |
| 30D | -27.0% | -12.7% | -14.3% | -23.1% |
| 3M | -18.1% | +27.1% | -45.1% | -27.7% |
| 6M | -38.6% | +45.8% | -84.4% | -49.6% |
| YTD | +16.4% | +134.7% | -118.3% | -24.6% |
| 1Y | +25.8% | +106.0% | -80.2% | -13.8% |
| 3Y | -7.7% | +165.5% | -173.2% | -45.5% |
| 5Y | +6.6% | +540.9% | -534.3% | -59.5% |
| 10Y | +444.6% | +1,133.6% | -689.0% | +41.1% |
| All | +519.6% | +2,885.5% | -2,365.9% | -2.8% |
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 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