+433.8%
MAR vs OMC
+34.2%
+399.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.0% |
| 7D | -0.5% | -4.4% | +3.8% | +1.7% |
| 30D | -5.4% | -7.6% | +2.2% | -1.7% |
| 3M | -15.5% | +4.5% | -20.0% | -18.5% |
| 6M | +3.0% | -0.3% | +3.2% | +1.6% |
| YTD | +8.5% | -0.1% | +8.6% | +5.1% |
| 1Y | +26.0% | +4.6% | +21.3% | +17.7% |
| 3Y | +68.6% | +10.5% | +58.1% | +47.9% |
| 5Y | +157.4% | +31.7% | +125.7% | +96.4% |
| All | +433.8% | +34.2% | +399.6% | +273.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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