+5.0%
ON vs MULL
+1,303.2%
-1,298.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.5% | +0.9% |
| 7D | +17.0% | +43.3% | -26.3% | +7.5% |
| 30D | -3.9% | -37.4% | +33.6% | +3.7% |
| 3M | -11.5% | -36.8% | +25.3% | -6.4% |
| 6M | -29.2% | -36.9% | +7.7% | -30.2% |
| YTD | +36.2% | +250.7% | -214.5% | -13.3% |
| 1Y | +49.6% | +337.6% | -288.0% | -11.7% |
| All | +5.0% | +1,303.2% | -1,298.2% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 3y: compounded portfolio wealth divided by compounded MULL 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…
3y analysis · Full analysis span regression · 6 months rolling