+5,979.9%
MCD vs OMC
+6,006.3%
-26.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -0.9% |
| 7D | -2.8% | -6.4% | +3.6% | -1.4% |
| 30D | -6.0% | +1.1% | -7.1% | -6.4% |
| 3M | -5.6% | +10.4% | -16.0% | -8.0% |
| 6M | -21.9% | -1.7% | -20.1% | -21.9% |
| YTD | -14.7% | +4.4% | -19.1% | -16.5% |
| 1Y | -17.3% | +8.4% | -25.7% | -20.0% |
| 3Y | -2.2% | +14.4% | -16.5% | -8.1% |
| 5Y | +20.3% | +33.9% | -13.6% | +6.7% |
| 10Y | +180.7% | +34.9% | +145.8% | +139.6% |
| All | +5,979.9% | +6,006.3% | -26.3% | +2,065.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling