+153.3%
MP vs OMC
+15.0%
+138.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.9% |
| 7D | -2.9% | -6.4% | +3.6% | -1.6% |
| 30D | +13.8% | +1.1% | +12.7% | +13.4% |
| 3M | -16.7% | +10.4% | -27.1% | -19.1% |
| 6M | -11.5% | -1.7% | -9.8% | -11.8% |
| YTD | +7.9% | +4.4% | +3.5% | +5.8% |
| 1Y | -15.0% | +8.4% | -23.5% | -18.4% |
| All | +153.3% | +15.0% | +138.3% | +88.0% |
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