-10.8%
MDLN vs OMC
+6.0%
-16.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.5% |
| 7D | +3.7% | -6.4% | +10.1% | +5.1% |
| 30D | -0.2% | +1.1% | -1.3% | -0.6% |
| 3M | +6.2% | +10.4% | -4.2% | +4.5% |
| 6M | -14.7% | -1.7% | -13.0% | -15.5% |
| YTD | -12.9% | +4.4% | -17.3% | -13.8% |
| All | -10.8% | +6.0% | -16.8% | -11.7% |
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 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