+183.5%
MAR vs OMC
+52.4%
+131.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.9% |
| 7D | +1.6% | +1.9% | -0.3% | +0.8% |
| 30D | +13.8% | +12.2% | +1.6% | +8.2% |
| 3M | +20.3% | +0.6% | +19.7% | +19.5% |
| 6M | +21.3% | +21.0% | +0.3% | +10.2% |
| YTD | +37.2% | +12.4% | +24.8% | +27.4% |
| 1Y | +48.4% | +25.4% | +23.0% | +29.7% |
| 3Y | +120.1% | +29.2% | +90.9% | +80.9% |
| All | +183.5% | +52.4% | +131.1% | +82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling