+8,801.5%
MDT vs OMC
+6,469.3%
+2,332.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.5% | +1.4% |
| 7D | +1.0% | +1.9% | -0.8% | +0.5% |
| 30D | +9.2% | +12.2% | -3.0% | +5.4% |
| 3M | +14.5% | +0.6% | +13.9% | +14.2% |
| 6M | +37.3% | +21.0% | +16.3% | +28.9% |
| YTD | +9.8% | +12.4% | -2.5% | +4.4% |
| 1Y | +10.5% | +25.4% | -14.9% | +1.3% |
| 3Y | +57.4% | +29.2% | +28.2% | +39.9% |
| 5Y | +1.2% | +52.6% | -51.4% | -16.6% |
| 10Y | +63.2% | +53.6% | +9.6% | +28.8% |
| All | +8,801.5% | +6,469.3% | +2,332.3% | +2,346.7% |
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