+127.0%
MP vs OMC
+23.9%
+103.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.8% | +5.1% |
| 7D | -10.5% | +6.3% | -16.8% | -11.4% |
| 30D | -23.5% | +15.4% | -38.9% | -25.4% |
| 3M | -25.4% | +5.8% | -31.2% | -26.3% |
| 6M | -51.3% | +14.7% | -65.9% | -52.8% |
| YTD | -29.9% | +10.3% | -40.2% | -31.8% |
| 1Y | -31.8% | +23.2% | -55.1% | -36.2% |
| 3Y | +127.0% | +24.6% | +102.4% | +46.0% |
| All | +127.0% | +23.9% | +103.1% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling