+211.3%
MCD vs OMC
+56.1%
+155.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +1.2% |
| 7D | +5.9% | +5.4% | +0.6% | +4.7% |
| 30D | +19.6% | +15.7% | +3.9% | +15.7% |
| 3M | +3.3% | +4.9% | -1.6% | +2.0% |
| 6M | +3.5% | +17.3% | -13.8% | -0.6% |
| YTD | -6.1% | +13.0% | -19.1% | -9.6% |
| 1Y | -3.7% | +24.1% | -27.7% | -9.5% |
| 3Y | +13.4% | +31.2% | -17.9% | +2.9% |
| 5Y | +25.2% | +53.4% | -28.2% | +5.8% |
| 10Y | +211.3% | +55.5% | +155.7% | +142.2% |
| All | +211.3% | +56.1% | +155.2% | +142.2% |
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