+21.6%
MCD vs OMC
+33.9%
-12.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.1% |
| 7D | -2.8% | -6.4% | +3.6% | -1.9% |
| 30D | -6.0% | +1.1% | -7.1% | -6.2% |
| 3M | -5.6% | +10.4% | -16.0% | -7.1% |
| 6M | -21.9% | -1.7% | -20.1% | -21.9% |
| YTD | -14.7% | +4.4% | -19.1% | -15.6% |
| 1Y | -17.3% | +8.4% | -25.7% | -18.8% |
| 3Y | -2.2% | +14.4% | -16.5% | -6.0% |
| All | +21.6% | +33.9% | -12.3% | +9.6% |
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