-11.6%
ONDS vs MULL
+444.9%
-456.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -13.8% | +4.8% | -6.4% |
| 7D | -23.2% | -35.9% | +12.7% | -16.8% |
| 30D | -29.0% | -47.3% | +18.4% | -20.8% |
| 3M | -40.5% | -30.6% | -9.9% | -37.8% |
| 6M | -45.8% | +13.7% | -59.5% | -51.6% |
| YTD | -46.0% | +272.1% | -318.1% | -63.8% |
| 1Y | -11.6% | +475.1% | -486.6% | -48.8% |
| All | -11.6% | +444.9% | -456.4% | -48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling