-15.1%
MP vs OMC
+49.2%
-64.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.8% | +5.3% |
| 7D | -10.5% | +6.3% | -16.8% | -12.8% |
| 30D | -23.5% | +15.4% | -38.9% | -28.0% |
| 3M | -25.4% | +5.8% | -31.2% | -27.6% |
| 6M | -51.3% | +14.7% | -65.9% | -54.8% |
| YTD | -29.9% | +10.3% | -40.2% | -34.8% |
| 1Y | -31.8% | +23.2% | -55.1% | -40.8% |
| 3Y | +127.0% | +24.6% | +102.4% | +81.6% |
| All | -15.1% | +49.2% | -64.3% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling