-22.1%
ONON vs MOD
+1,623.6%
-1,645.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.3% |
| 7D | -1.7% | +6.3% | -8.0% | -3.2% |
| 30D | -27.4% | -1.7% | -25.7% | -27.5% |
| 3M | -26.5% | -30.1% | +3.6% | -20.9% |
| 6M | -34.2% | +2.7% | -36.9% | -37.8% |
| YTD | -41.3% | +44.1% | -85.4% | -50.3% |
| 1Y | -39.7% | +38.7% | -78.4% | -49.7% |
| 3Y | -7.8% | +309.8% | -317.6% | -52.9% |
| All | -22.1% | +1,623.6% | -1,645.7% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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