+870.7%
ONDS vs MULL
+2,481.0%
-1,610.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.7% |
| 7D | +8.2% | +14.0% | -5.8% | +4.9% |
| 30D | -16.4% | +24.8% | -41.2% | -21.6% |
| 3M | -26.0% | -16.1% | -9.9% | -29.6% |
| 6M | -22.5% | +330.9% | -353.4% | -56.3% |
| YTD | -21.9% | +545.0% | -566.9% | -62.9% |
| 1Y | +25.7% | +2,427.1% | -2,401.4% | -64.1% |
| All | +870.7% | +2,481.0% | -1,610.3% | +161.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling