+17.6%
ONDS vs MXL
+135.5%
-117.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.5% | -7.8% | -2.7% |
| 7D | -5.1% | +18.9% | -24.0% | -10.7% |
| 30D | -26.0% | +0.3% | -26.3% | -27.0% |
| 3M | -26.4% | -8.0% | -18.4% | -28.4% |
| 6M | -26.4% | +341.2% | -367.7% | -68.1% |
| YTD | -25.9% | +327.8% | -353.7% | -67.7% |
| 1Y | +12.6% | +364.9% | -352.3% | -53.4% |
| 3Y | +706.9% | +229.2% | +477.7% | +214.7% |
| 5Y | -2.4% | +42.8% | -45.2% | -42.6% |
| All | +17.6% | +135.5% | -117.9% | -53.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling