+11.0%
ONTO vs MULL
+1,100.2%
-1,089.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +12.3% | -0.3% | +8.0% |
| 7D | +1.4% | -27.1% | +28.5% | +10.9% |
| 30D | -34.1% | -54.2% | +20.1% | -17.2% |
| 3M | -37.1% | -42.0% | +4.9% | -27.3% |
| 6M | -31.8% | -43.5% | +11.6% | -29.0% |
| YTD | +22.9% | +199.9% | -177.0% | -32.5% |
| 1Y | +39.5% | +292.8% | -253.3% | -33.1% |
| All | +11.0% | +1,100.2% | -1,089.1% | -72.6% |
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