+47.5%
ON vs MTB
+22.0%
+25.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | -1.9% | +1.1% | -3.0% | -2.3% |
| 30D | -11.0% | -4.6% | -6.4% | -9.4% |
| 3M | -39.3% | +6.3% | -45.6% | -41.5% |
| 6M | +19.8% | +15.6% | +4.2% | +9.2% |
| YTD | +31.1% | +20.6% | +10.5% | +15.9% |
| All | +47.5% | +22.0% | +25.5% | +24.0% |
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