-10.9%
MP vs OMC
+52.4%
-63.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.0% |
| 7D | +9.5% | +1.9% | +7.6% | +8.7% |
| 30D | -3.0% | +12.2% | -15.2% | -7.5% |
| 3M | -30.4% | +0.6% | -31.0% | -30.9% |
| 6M | -39.2% | +21.0% | -60.2% | -44.9% |
| YTD | -23.3% | +12.4% | -35.6% | -29.1% |
| 1Y | -32.6% | +25.4% | -58.1% | -41.8% |
| 3Y | +159.3% | +29.2% | +130.1% | +103.0% |
| All | -10.9% | +52.4% | -63.3% | -40.8% |
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 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