+1,049.8%
MDB vs OMC
+51.7%
+998.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.6% | -3.2% |
| 7D | -17.4% | -6.4% | -11.0% | -15.4% |
| 30D | -2.0% | +1.1% | -3.1% | -2.0% |
| 3M | -3.0% | +10.4% | -13.4% | -6.0% |
| 6M | +48.7% | -1.7% | +50.4% | +49.6% |
| YTD | -12.1% | +4.4% | -16.6% | -13.6% |
| 1Y | +14.5% | +8.4% | +6.1% | +10.5% |
| 3Y | -6.1% | +14.4% | -20.5% | -12.5% |
| 5Y | -27.3% | +33.9% | -61.2% | -34.8% |
| All | +1,049.8% | +51.7% | +998.1% | +898.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling