-39.2%
ONON vs MTB
+23.4%
-62.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -3.0% | +1.7% | -4.7% | -3.9% |
| 30D | -26.7% | -4.2% | -22.5% | -25.0% |
| 3M | -25.3% | +8.9% | -34.2% | -28.9% |
| 6M | -35.3% | +10.9% | -46.1% | -39.3% |
| YTD | -39.8% | +21.5% | -61.3% | -45.8% |
| 1Y | -39.2% | +21.9% | -61.1% | -43.9% |
| All | -39.2% | +23.4% | -62.6% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling