+1,134.0%
MPC vs OMC
+32.3%
+1,101.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.8% | +4.1% | +3.2% |
| 7D | +3.9% | -5.8% | +9.6% | +6.9% |
| 30D | +33.8% | -4.8% | +38.6% | +36.8% |
| 3M | +49.9% | +9.2% | +40.6% | +40.8% |
| 6M | +80.9% | -2.5% | +83.4% | +79.8% |
| YTD | +147.4% | +2.6% | +144.9% | +133.9% |
| 1Y | +123.2% | +5.9% | +117.3% | +104.5% |
| 3Y | +171.7% | +14.2% | +157.5% | +126.9% |
| 5Y | +678.6% | +33.2% | +645.3% | +441.8% |
| 10Y | +1,134.0% | +33.4% | +1,100.6% | +713.7% |
| All | +1,134.0% | +32.3% | +1,101.8% | +713.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling