-21.7%
ONON vs MXL
+43.0%
-64.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.5% | -5.5% | +0.7% |
| 7D | -2.1% | +18.9% | -20.9% | -5.3% |
| 30D | -11.6% | +0.3% | -11.9% | -12.3% |
| 3M | -30.1% | -8.0% | -22.1% | -33.2% |
| 6M | -30.5% | +341.2% | -371.7% | -61.6% |
| YTD | -41.0% | +327.8% | -368.9% | -67.5% |
| 1Y | -36.7% | +364.9% | -401.6% | -66.6% |
| 3Y | -8.6% | +229.2% | -237.8% | -55.1% |
| All | -21.7% | +43.0% | -64.7% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling