+27.0%
MMM vs OMC
+32.6%
-5.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | 0.0% |
| 7D | -1.6% | -5.8% | +4.2% | +0.3% |
| 30D | -8.0% | -4.8% | -3.2% | -6.6% |
| 3M | +9.4% | +9.2% | +0.1% | +5.5% |
| 6M | +10.2% | -2.5% | +12.7% | +10.4% |
| YTD | +6.1% | +2.6% | +3.6% | +3.6% |
| 1Y | +10.8% | +5.9% | +4.8% | +6.3% |
| 3Y | +104.8% | +14.2% | +90.6% | +87.8% |
| 5Y | +27.0% | +33.2% | -6.2% | +7.7% |
| All | +27.0% | +32.6% | -5.6% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling