-21.7%
ONON vs MTUM
+80.3%
-102.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +0.7% |
| 7D | -2.1% | +0.7% | -2.8% | -2.9% |
| 30D | -11.6% | -2.4% | -9.2% | -9.6% |
| 3M | -30.1% | -3.6% | -26.4% | -30.3% |
| 6M | -30.5% | +23.7% | -54.2% | -50.5% |
| YTD | -41.0% | +22.9% | -63.9% | -57.9% |
| 1Y | -36.7% | +21.8% | -58.5% | -54.5% |
| 3Y | -8.6% | +114.4% | -123.1% | -72.3% |
| All | -21.7% | +80.3% | -102.0% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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