-23.3%
ONON vs MDY
+48.1%
-71.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | 0.0% |
| 7D | -3.5% | -0.8% | -2.7% | -2.3% |
| 30D | -30.8% | -3.9% | -26.9% | -26.6% |
| 3M | -29.8% | 0.0% | -29.8% | -30.1% |
| 6M | -34.8% | +8.5% | -43.4% | -42.6% |
| YTD | -42.3% | +13.2% | -55.5% | -52.2% |
| 1Y | -39.5% | +15.0% | -54.6% | -51.3% |
| 3Y | -9.3% | +49.6% | -58.9% | -52.5% |
| All | -23.3% | +48.1% | -71.4% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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