+7,983.2%
MDT vs OMC
+6,006.3%
+1,976.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.9% |
| 7D | +3.2% | -6.4% | +9.6% | +5.2% |
| 30D | +9.5% | +1.1% | +8.4% | +9.0% |
| 3M | +16.0% | +10.4% | +5.6% | +12.1% |
| 6M | +0.2% | -1.7% | +1.9% | +0.2% |
| YTD | -0.3% | +4.4% | -4.7% | -3.1% |
| 1Y | +4.7% | +8.4% | -3.7% | +0.2% |
| 3Y | +26.5% | +14.4% | +12.2% | +16.7% |
| 5Y | -18.2% | +33.9% | -52.1% | -29.8% |
| 10Y | +40.0% | +34.9% | +5.2% | +14.9% |
| All | +7,983.2% | +6,006.3% | +1,976.9% | +2,171.7% |
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 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