+180.0%
MCD vs OMC
+32.3%
+147.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.9% | +0.5% |
| 7D | -2.0% | -5.8% | +3.7% | -0.8% |
| 30D | -6.1% | -4.8% | -1.3% | -5.2% |
| 3M | -7.3% | +9.2% | -16.5% | -9.3% |
| 6M | -20.9% | -2.5% | -18.4% | -20.8% |
| YTD | -14.7% | +2.6% | -17.2% | -16.0% |
| 1Y | -16.1% | +5.9% | -22.1% | -18.3% |
| 3Y | -1.5% | +14.2% | -15.7% | -7.7% |
| 5Y | +20.4% | +33.2% | -12.8% | +5.3% |
| 10Y | +180.0% | +33.4% | +146.6% | +125.3% |
| All | +180.0% | +32.3% | +147.8% | +125.3% |
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