+267.3%
MP vs OMC
+110.6%
+156.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +2.3% | +1.6% | +0.7% | +1.7% |
| 30D | -15.3% | +15.3% | -30.6% | -19.8% |
| 3M | -33.5% | +4.5% | -38.0% | -34.9% |
| 6M | -45.5% | +20.8% | -66.3% | -50.1% |
| YTD | -27.3% | +13.5% | -40.8% | -32.6% |
| 1Y | -40.7% | +25.2% | -66.0% | -47.8% |
| 3Y | +145.9% | +30.5% | +115.4% | +103.6% |
| 5Y | -13.9% | +52.7% | -66.6% | -33.1% |
| All | +267.3% | +110.6% | +156.7% | +165.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling