-23.3%
ONON vs MXL
+33.0%
-56.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.1% | +0.6% |
| 7D | -5.3% | +16.6% | -22.0% | -8.1% |
| 30D | -13.1% | +0.5% | -13.6% | -13.9% |
| 3M | -29.3% | -3.6% | -25.7% | -33.4% |
| 6M | -34.5% | +328.0% | -362.6% | -63.9% |
| YTD | -42.2% | +297.8% | -340.1% | -67.7% |
| 1Y | -37.3% | +339.4% | -376.8% | -66.7% |
| 3Y | -9.3% | +201.7% | -211.0% | -54.5% |
| All | -23.3% | +33.0% | -56.3% | -35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling