+2,812.9%
MMM vs OMC
+6,006.3%
-3,193.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.9% |
| 7D | -3.3% | -6.4% | +3.1% | -1.3% |
| 30D | -7.0% | +1.1% | -8.1% | -7.5% |
| 3M | +10.8% | +10.4% | +0.4% | +6.8% |
| 6M | +5.8% | -1.7% | +7.5% | +5.6% |
| YTD | +6.8% | +4.4% | +2.3% | +3.5% |
| 1Y | +10.4% | +8.4% | +1.9% | +5.3% |
| 3Y | +104.7% | +14.4% | +90.3% | +90.3% |
| 5Y | +23.6% | +33.9% | -10.3% | +7.5% |
| 10Y | +54.1% | +34.9% | +19.3% | +29.5% |
| All | +2,812.9% | +6,006.3% | -3,193.4% | +1,048.8% |
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