+380.3%
MCO vs OMC
+34.2%
+346.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | -3.8% | -4.4% | +0.6% | -2.1% |
| 30D | -0.4% | -7.6% | +7.2% | +2.7% |
| 3M | +7.7% | +4.5% | +3.2% | +5.6% |
| 6M | +7.0% | -0.3% | +7.2% | +6.7% |
| YTD | -6.4% | -0.1% | -6.3% | -7.4% |
| 1Y | -7.6% | +4.6% | -12.3% | -10.9% |
| 3Y | +43.2% | +10.5% | +32.8% | +32.8% |
| 5Y | +29.6% | +31.7% | -2.2% | +9.1% |
| All | +380.3% | +34.2% | +346.0% | +279.9% |
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 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