-21.7%
ONON vs MTB
+109.3%
-131.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.7% | +1.9% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -11.6% | -4.8% | -6.8% | -9.2% |
| 3M | -30.1% | +6.0% | -36.0% | -32.4% |
| 6M | -30.5% | +19.6% | -50.1% | -37.2% |
| YTD | -41.0% | +21.5% | -62.5% | -47.2% |
| 1Y | -36.7% | +24.7% | -61.4% | -44.3% |
| 3Y | -8.6% | +108.6% | -117.2% | -40.5% |
| All | -21.7% | +109.3% | -131.0% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling