+6.7%
ONON vs MULL
+444.9%
-438.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -13.8% | +19.6% | +6.0% |
| 7D | +20.9% | -35.9% | +56.8% | +21.8% |
| 30D | +21.1% | -47.3% | +68.5% | +22.4% |
| 3M | +2.7% | -30.6% | +33.3% | +2.8% |
| 6M | +12.6% | +13.7% | -1.1% | +3.6% |
| YTD | -16.9% | +272.1% | -289.0% | -29.9% |
| 1Y | +6.7% | +475.1% | -468.4% | -11.9% |
| All | +6.7% | +444.9% | -438.2% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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