-20.0%
ONON vs MOD
+1,644.3%
-1,664.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.6% | -2.4% |
| 7D | -3.0% | +9.6% | -12.6% | -5.3% |
| 30D | -26.7% | 0.0% | -26.7% | -27.1% |
| 3M | -25.3% | -35.4% | +10.1% | -17.9% |
| 6M | -35.3% | -7.3% | -28.0% | -37.0% |
| YTD | -39.8% | +45.8% | -85.6% | -49.2% |
| 1Y | -39.2% | +43.1% | -82.4% | -49.8% |
| 3Y | -4.2% | +297.7% | -301.9% | -50.5% |
| All | -20.0% | +1,644.3% | -1,664.3% | -80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling