+23.1%
ONTO vs MULL
+1,351.1%
-1,328.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +24.0% | -15.1% | +1.2% |
| 7D | +16.4% | -2.5% | +18.9% | +15.5% |
| 30D | -21.4% | -40.1% | +18.6% | -9.7% |
| 3M | -32.7% | -28.2% | -4.5% | -27.7% |
| 6M | -25.2% | -39.6% | +14.4% | -24.2% |
| YTD | +36.2% | +262.6% | -226.4% | -30.0% |
| 1Y | +61.2% | +366.2% | -305.0% | -26.9% |
| All | +23.1% | +1,351.1% | -1,328.1% | -71.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling