-22.1%
ONON vs MET
+82.1%
-104.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -1.1% |
| 7D | -1.7% | +1.1% | -2.8% | -2.4% |
| 30D | -27.4% | -2.3% | -25.1% | -26.2% |
| 3M | -26.5% | +13.9% | -40.4% | -33.0% |
| 6M | -34.2% | +34.8% | -69.0% | -46.6% |
| YTD | -41.3% | +23.5% | -64.9% | -49.5% |
| 1Y | -39.7% | +23.4% | -63.1% | -48.2% |
| 3Y | -7.8% | +64.9% | -72.7% | -36.7% |
| All | -22.1% | +82.1% | -104.2% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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