+832.1%
ON vs MXL
+249.5%
+582.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | -1.0% |
| 7D | +2.4% | +1.6% | +0.8% | +1.7% |
| 30D | -3.3% | -7.0% | +3.7% | -1.9% |
| 3M | -43.6% | -33.4% | -10.2% | -38.5% |
| 6M | +19.0% | +260.2% | -241.2% | -42.1% |
| YTD | +37.4% | +260.0% | -222.6% | -33.4% |
| 1Y | +54.8% | +303.5% | -248.7% | -29.1% |
| 3Y | -25.2% | +160.4% | -185.6% | -66.0% |
| 5Y | +62.7% | +14.7% | +48.0% | +0.5% |
| 10Y | +574.3% | +215.6% | +358.7% | +166.2% |
| All | +832.1% | +249.5% | +582.6% | +223.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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