-23.3%
ONON vs MTCH
-72.4%
+49.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | -5.3% | -1.4% | -3.9% | -4.7% |
| 30D | -13.1% | +13.6% | -26.8% | -18.6% |
| 3M | -29.3% | +22.4% | -51.7% | -36.7% |
| 6M | -34.5% | +37.2% | -71.7% | -44.9% |
| YTD | -42.2% | +31.8% | -74.0% | -50.5% |
| 1Y | -37.3% | +12.9% | -50.2% | -42.2% |
| 3Y | -9.3% | -1.1% | -8.1% | -15.5% |
| All | -23.3% | -72.4% | +49.1% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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