+3,172.5%
MMM vs OMC
+6,533.5%
-3,361.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +7.0% | +6.8% | +0.1% | +4.8% |
| 30D | +18.4% | +16.2% | +2.2% | +12.9% |
| 3M | +4.5% | +6.0% | -1.5% | +2.4% |
| 6M | +33.4% | +17.7% | +15.7% | +25.7% |
| YTD | +20.0% | +13.5% | +6.5% | +13.2% |
| 1Y | +15.0% | +27.2% | -12.2% | +4.4% |
| 3Y | +165.0% | +30.4% | +134.6% | +136.2% |
| 5Y | +47.9% | +53.5% | -5.6% | +23.3% |
| 10Y | +79.6% | +57.0% | +22.6% | +44.0% |
| All | +3,172.5% | +6,533.5% | -3,361.0% | +1,156.6% |
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