+207.2%
ON vs MTB
+904.7%
-697.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.3% |
| 7D | +17.0% | 0.0% | +17.0% | +17.1% |
| 30D | -3.9% | +0.8% | -4.7% | -4.2% |
| 3M | -11.5% | -12.8% | +1.2% | -3.9% |
| 6M | -29.2% | +6.7% | -35.9% | -32.2% |
| YTD | +36.2% | +11.3% | +24.8% | +27.1% |
| 1Y | +49.6% | +20.2% | +29.5% | +33.6% |
| 3Y | +9.4% | +103.8% | -94.3% | -28.1% |
| 5Y | +25.8% | +60.9% | -35.1% | -9.0% |
| 10Y | +557.1% | +115.0% | +442.1% | +275.6% |
| All | +207.2% | +904.7% | -697.5% | -41.4% |
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 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