+6.7%
ONON vs MXL
+276.5%
-269.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -11.1% | +16.9% | +5.7% |
| 7D | +20.9% | -24.3% | +45.3% | +20.6% |
| 30D | +21.1% | -46.1% | +67.3% | +20.6% |
| 3M | +2.7% | -21.8% | +24.5% | +2.5% |
| 6M | +12.6% | -27.2% | +39.9% | +11.2% |
| YTD | -16.9% | +226.2% | -243.1% | -33.5% |
| 1Y | +6.7% | +297.0% | -290.3% | -16.2% |
| All | +6.7% | +276.5% | -269.8% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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