-47.9%
ONON vs MULL
+2,337.2%
-2,385.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.2% |
| 7D | -2.1% | -8.4% | +6.4% | -1.5% |
| 30D | -11.6% | +9.7% | -21.3% | -12.6% |
| 3M | -30.1% | -26.8% | -3.3% | -31.1% |
| 6M | -30.5% | +220.7% | -251.2% | -45.5% |
| YTD | -41.0% | +509.0% | -550.1% | -58.4% |
| 1Y | -36.7% | +1,739.5% | -1,776.2% | -63.7% |
| All | -47.9% | +2,337.2% | -2,385.1% | -75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling