-40.2%
MDB vs OMC
+53.9%
-94.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | -1.0% | +6.8% | -7.8% | -4.4% |
| 30D | -14.0% | +16.2% | -30.1% | -21.1% |
| 3M | -20.3% | +6.0% | -26.4% | -22.8% |
| 6M | +10.9% | +17.7% | -6.9% | +1.2% |
| YTD | -20.9% | +13.5% | -34.4% | -26.9% |
| 1Y | -11.2% | +27.2% | -38.4% | -23.2% |
| 3Y | -11.9% | +30.4% | -42.3% | -31.9% |
| 5Y | -40.2% | +53.5% | -93.7% | -57.7% |
| All | -40.2% | +53.9% | -94.1% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling