-10.7%
ONTO vs MULL
+879.3%
-890.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -34.2% | +18.6% | -4.8% |
| 7D | -29.7% | -53.1% | +23.4% | -11.9% |
| 30D | -50.3% | -64.1% | +13.8% | -32.9% |
| 3M | -43.5% | -54.6% | +11.1% | -29.7% |
| 6M | -48.9% | -38.7% | -10.2% | -48.6% |
| YTD | -1.2% | +144.7% | -145.9% | -42.3% |
| 1Y | +14.9% | +220.3% | -205.4% | -41.4% |
| All | -10.7% | +879.3% | -890.1% | -76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling