+1,065.8%
MDB vs OMC
+45.8%
+1,020.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.9% | +3.8% |
| 7D | -2.8% | -6.2% | +3.5% | -0.6% |
| 30D | -14.9% | -7.6% | -7.3% | -12.3% |
| 3M | +7.3% | +7.4% | 0.0% | +5.0% |
| 6M | +38.2% | +0.1% | +38.0% | +38.5% |
| YTD | -10.9% | +0.4% | -11.4% | -11.2% |
| 1Y | +11.6% | +7.8% | +3.9% | +8.1% |
| 3Y | -0.9% | +11.8% | -12.7% | -6.8% |
| 5Y | -23.5% | +32.5% | -56.0% | -30.7% |
| All | +1,065.8% | +45.8% | +1,020.0% | +926.2% |
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