+117.2%
MPC vs OMC
+24.5%
+92.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.2% | -13.3% | -7.7% |
| 7D | -10.9% | +12.5% | -23.4% | -10.2% |
| 30D | -9.4% | +16.3% | -25.7% | -8.6% |
| 3M | +26.0% | +8.1% | +17.9% | +26.6% |
| 6M | +56.5% | +17.2% | +39.4% | +57.5% |
| YTD | +144.3% | +11.8% | +132.5% | +143.7% |
| 1Y | +117.2% | +23.9% | +93.3% | +115.7% |
| All | +117.2% | +24.5% | +92.7% | +115.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling