+47.6%
ON vs MTB
+27.0%
+20.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.0% | -2.4% |
| 7D | -5.8% | +2.0% | -7.8% | -6.8% |
| 30D | -17.1% | +2.9% | -20.0% | -18.4% |
| 3M | -11.8% | -10.7% | -1.2% | -7.0% |
| 6M | -30.2% | +6.3% | -36.5% | -33.7% |
| YTD | +31.6% | +13.8% | +17.8% | +13.9% |
| 1Y | +47.6% | +27.7% | +19.8% | +10.4% |
| All | +47.6% | +27.0% | +20.6% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling