+23.9%
ONDS vs MMM
+42.8%
-18.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | -3.5% | -3.3% | -0.2% | -1.7% |
| 30D | -14.1% | -7.0% | -7.1% | -10.4% |
| 3M | -36.3% | +10.8% | -47.2% | -39.8% |
| 6M | -27.5% | +5.8% | -33.3% | -30.1% |
| YTD | -21.9% | +6.8% | -28.7% | -26.1% |
| 1Y | +43.0% | +10.4% | +32.6% | +33.2% |
| 3Y | +697.1% | +104.7% | +592.4% | +400.3% |
| 5Y | -1.2% | +23.6% | -24.7% | -34.6% |
| All | +23.9% | +42.8% | -18.9% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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