-2.3%
MDB vs OMC
+14.6%
-16.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.6% | -3.1% |
| 7D | -17.4% | -6.4% | -11.0% | -15.2% |
| 30D | -2.0% | +1.1% | -3.1% | -1.9% |
| 3M | -3.0% | +10.4% | -13.4% | -6.1% |
| 6M | +48.7% | -1.7% | +50.4% | +48.8% |
| YTD | -12.1% | +4.4% | -16.6% | -13.6% |
| 1Y | +14.5% | +8.4% | +6.1% | +10.7% |
| All | -2.3% | +14.6% | -16.9% | -13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling