+209.9%
ON vs MTB
+996.4%
-786.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +2.4% | +1.7% | +0.7% | +1.4% |
| 30D | -3.3% | -4.2% | +0.9% | -0.9% |
| 3M | -43.6% | +8.9% | -52.4% | -46.7% |
| 6M | +19.0% | +10.9% | +8.1% | +11.2% |
| YTD | +37.4% | +21.5% | +15.9% | +21.5% |
| 1Y | +54.8% | +21.9% | +32.8% | +36.3% |
| 3Y | -25.2% | +109.2% | -134.4% | -52.2% |
| 5Y | +62.7% | +102.0% | -39.2% | +2.5% |
| 10Y | +574.3% | +171.9% | +402.4% | +234.7% |
| All | +209.9% | +996.4% | -786.5% | -44.0% |
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 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