+954.3%
MDB vs OMC
+64.8%
+889.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +3.0% | +1.6% | +1.4% | +2.5% |
| 30D | -11.3% | +15.3% | -26.6% | -15.8% |
| 3M | -23.0% | +4.5% | -27.5% | -24.2% |
| 6M | +14.8% | +20.8% | -6.0% | +7.7% |
| YTD | -19.4% | +13.5% | -32.9% | -23.2% |
| 1Y | -9.0% | +25.2% | -34.2% | -16.1% |
| 3Y | -10.3% | +30.5% | -40.7% | -20.2% |
| 5Y | -38.4% | +52.7% | -91.0% | -46.7% |
| All | +954.3% | +64.8% | +889.5% | +787.4% |
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