+522.5%
ON vs MPC
+2,849.2%
-2,326.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.0% |
| 7D | -11.7% | -16.2% | +4.5% | -4.5% |
| 30D | -23.3% | -15.7% | -7.6% | -17.8% |
| 3M | -19.2% | +24.9% | -44.1% | -28.1% |
| 6M | -40.1% | +52.7% | -92.8% | -51.8% |
| YTD | +16.9% | +131.9% | -114.9% | -23.9% |
| 1Y | +29.7% | +96.6% | -66.9% | -9.1% |
| 3Y | -4.4% | +163.8% | -168.2% | -43.4% |
| 5Y | +7.1% | +533.1% | -526.1% | -59.1% |
| 10Y | +447.2% | +1,118.6% | -671.5% | +42.5% |
| All | +522.5% | +2,849.2% | -2,326.7% | -1.8% |
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