+22.7%
MCD vs OMC
+49.2%
-26.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | +7.1% | +6.3% | +0.8% | +6.1% |
| 30D | +19.8% | +15.4% | +4.4% | +17.1% |
| 3M | +0.8% | +5.8% | -4.9% | -0.2% |
| 6M | -1.3% | +14.7% | -16.0% | -3.6% |
| YTD | -7.8% | +10.3% | -18.1% | -9.6% |
| 1Y | -5.0% | +23.2% | -28.2% | -8.6% |
| 3Y | +10.5% | +24.6% | -14.1% | +4.7% |
| All | +22.7% | +49.2% | -26.5% | +6.9% |
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