-10.5%
ONON vs MTB
+113.5%
-123.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -5.3% | -0.4% | -4.9% | -5.1% |
| 30D | -13.1% | -4.6% | -8.5% | -10.8% |
| 3M | -29.3% | +7.4% | -36.8% | -32.2% |
| 6M | -34.5% | +18.7% | -53.2% | -40.6% |
| YTD | -42.2% | +21.1% | -63.3% | -48.2% |
| 1Y | -37.3% | +24.1% | -61.4% | -44.6% |
| All | -10.5% | +113.5% | -123.9% | -40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling