+190.0%
ON vs MTB
+908.5%
-718.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.3% |
| 7D | -4.1% | -0.7% | -3.5% | -3.6% |
| 30D | -10.2% | +1.4% | -11.6% | -10.9% |
| 3M | -12.7% | -11.6% | -1.2% | -6.0% |
| 6M | -32.5% | +5.4% | -37.9% | -35.0% |
| YTD | +28.6% | +11.7% | +16.8% | +19.7% |
| 1Y | +43.4% | +20.5% | +22.9% | +27.8% |
| 3Y | +3.3% | +104.5% | -101.2% | -32.3% |
| 5Y | +22.5% | +65.1% | -42.6% | -12.7% |
| 10Y | +535.7% | +119.5% | +416.2% | +259.1% |
| All | +190.0% | +908.5% | -718.5% | -44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling