-39.2%
ONON vs MXL
+316.6%
-355.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.5% | -6.8% | -1.3% |
| 7D | -3.0% | +1.6% | -4.6% | -3.0% |
| 30D | -26.7% | -7.0% | -19.7% | -26.7% |
| 3M | -25.3% | -33.4% | +8.1% | -25.4% |
| 6M | -35.3% | +260.2% | -295.4% | -48.9% |
| YTD | -39.8% | +260.0% | -299.7% | -52.8% |
| 1Y | -39.2% | +303.5% | -342.7% | -53.3% |
| All | -39.2% | +316.6% | -355.8% | -53.3% |
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