+41,709.6%
MCHP vs OMC
+2,850.4%
+38,859.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +1.3% |
| 7D | +0.3% | -4.2% | +4.6% | +2.5% |
| 30D | -9.8% | -7.5% | -2.3% | -6.5% |
| 3M | -19.7% | +4.6% | -24.3% | -22.9% |
| 6M | +13.6% | -4.8% | +18.4% | +13.9% |
| YTD | +16.5% | -1.0% | +17.5% | +11.9% |
| 1Y | +15.7% | +3.8% | +11.8% | +7.2% |
| 3Y | 0.0% | +10.2% | -10.3% | -10.2% |
| 5Y | +4.4% | +29.7% | -25.3% | -14.7% |
| 10Y | +201.4% | +32.3% | +169.1% | +131.3% |
| All | +41,709.6% | +2,850.4% | +38,859.2% | +8,590.9% |
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 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