+120.9%
MPC vs OMC
+9.8%
+111.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.2% |
| 7D | +5.4% | -6.4% | +11.9% | +5.2% |
| 30D | +31.0% | +1.1% | +29.9% | +31.0% |
| 3M | +46.0% | +10.4% | +35.6% | +46.3% |
| 6M | +77.3% | -1.7% | +79.0% | +76.6% |
| YTD | +141.9% | +4.4% | +137.5% | +141.7% |
| 1Y | +120.9% | +8.4% | +112.5% | +120.7% |
| All | +120.9% | +9.8% | +111.2% | +120.7% |
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