+823.6%
ONDS vs MULL
+2,366.2%
-1,542.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.3% | +8.8% | +1.5% |
| 7D | -5.0% | +3.6% | -8.6% | -6.1% |
| 30D | -25.6% | +22.0% | -47.6% | -30.0% |
| 3M | -22.1% | -8.6% | -13.5% | -27.5% |
| 6M | -27.6% | +248.5% | -276.1% | -56.7% |
| YTD | -25.7% | +516.3% | -542.0% | -64.4% |
| 1Y | +30.4% | +2,036.6% | -2,006.2% | -60.9% |
| All | +823.6% | +2,366.2% | -1,542.6% | +151.0% |
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