+17.9%
ONDS vs MXL
+118.9%
-101.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.4% |
| 7D | -5.0% | +16.6% | -21.6% | -10.0% |
| 30D | -25.6% | +0.5% | -26.0% | -26.6% |
| 3M | -22.1% | -3.6% | -18.5% | -25.4% |
| 6M | -27.6% | +328.0% | -355.6% | -68.4% |
| YTD | -25.7% | +297.8% | -323.5% | -66.8% |
| 1Y | +30.4% | +339.4% | -309.0% | -45.0% |
| 3Y | +695.0% | +201.7% | +493.2% | +220.5% |
| 5Y | -2.2% | +32.8% | -34.9% | -41.0% |
| All | +17.9% | +118.9% | -101.1% | -52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling