-1.6%
MDLN vs OMC
+13.4%
-15.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +5.2% | +13.1% | +16.8% |
| 7D | +24.7% | +12.5% | +12.1% | +21.3% |
| 30D | +12.7% | +16.3% | -3.6% | +8.9% |
| 3M | -4.0% | +8.1% | -12.1% | -5.9% |
| 6M | -8.7% | +17.2% | -25.8% | -11.5% |
| YTD | -3.9% | +11.8% | -15.7% | -6.5% |
| All | -1.6% | +13.4% | -15.0% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling