-24.5%
MDB vs OMC
+32.6%
-57.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.7% | -2.5% |
| 7D | -18.0% | -5.8% | -12.3% | -15.1% |
| 30D | -10.7% | -4.8% | -5.9% | -8.0% |
| 3M | +1.0% | +9.2% | -8.3% | -3.5% |
| 6M | +31.6% | -2.5% | +34.1% | +33.3% |
| YTD | -15.2% | +2.6% | -17.7% | -16.7% |
| 1Y | +10.1% | +5.9% | +4.2% | +5.0% |
| 3Y | -5.6% | +14.2% | -19.8% | -19.8% |
| 5Y | -24.5% | +33.2% | -57.8% | -42.0% |
| All | -24.5% | +32.6% | -57.2% | -42.0% |
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