+13.0%
ONTO vs MULL
+1,070.1%
-1,057.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +2.6% |
| 7D | -2.4% | -32.2% | +29.8% | +9.2% |
| 30D | -32.9% | -55.4% | +22.4% | -15.0% |
| 3M | -32.2% | -41.3% | +9.1% | -21.9% |
| 6M | -30.6% | -44.9% | +14.3% | -27.2% |
| YTD | +25.1% | +192.4% | -167.3% | -30.8% |
| 1Y | +40.0% | +239.4% | -199.4% | -29.1% |
| All | +13.0% | +1,070.1% | -1,057.0% | -71.9% |
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