-49.0%
ONON vs MULL
+2,366.2%
-2,415.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.3% | +9.4% | +0.7% |
| 7D | -5.3% | +3.6% | -8.9% | -5.7% |
| 30D | -13.1% | +22.0% | -35.2% | -14.8% |
| 3M | -29.3% | -8.6% | -20.7% | -32.0% |
| 6M | -34.5% | +248.5% | -283.1% | -49.2% |
| YTD | -42.2% | +516.3% | -558.5% | -59.3% |
| 1Y | -37.3% | +2,036.6% | -2,074.0% | -65.0% |
| All | -49.0% | +2,366.2% | -2,415.1% | -75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling