+572.1%
ON vs MTB
+172.9%
+399.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.6% | -1.4% |
| 7D | -4.7% | -0.4% | -4.3% | -4.5% |
| 30D | -13.5% | -4.6% | -8.9% | -11.0% |
| 3M | -36.3% | +7.4% | -43.7% | -39.4% |
| 6M | +17.8% | +18.7% | -0.9% | +5.5% |
| YTD | +29.6% | +21.1% | +8.5% | +14.4% |
| 1Y | +45.8% | +24.1% | +21.7% | +26.6% |
| 3Y | -28.3% | +115.3% | -143.7% | -55.2% |
| 5Y | +49.6% | +106.0% | -56.4% | -7.3% |
| All | +572.1% | +172.9% | +399.2% | +284.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling