+196.5%
MCD vs OMC
+54.5%
+141.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.7% | -2.6% |
| 7D | -1.9% | +1.6% | -3.5% | -2.3% |
| 30D | +16.6% | +15.3% | +1.3% | +12.9% |
| 3M | +0.9% | +4.5% | -3.5% | -0.2% |
| 6M | +1.5% | +20.8% | -19.3% | -3.2% |
| YTD | -8.3% | +13.5% | -21.8% | -11.8% |
| 1Y | -8.1% | +25.2% | -33.4% | -13.9% |
| 3Y | +10.3% | +30.5% | -20.1% | +0.3% |
| 5Y | +23.4% | +52.7% | -29.3% | +4.5% |
| All | +196.5% | +54.5% | +141.9% | +132.2% |
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