+1,106.2%
MPC vs OMC
+56.1%
+1,050.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.5% | +2.1% | +3.4% |
| 7D | -9.4% | +5.4% | -14.8% | -12.0% |
| 30D | -14.3% | +15.7% | -30.0% | -21.0% |
| 3M | +31.1% | +4.9% | +26.2% | +26.6% |
| 6M | +60.3% | +17.3% | +43.0% | +43.9% |
| YTD | +142.5% | +13.0% | +129.5% | +116.6% |
| 1Y | +104.6% | +24.1% | +80.5% | +71.7% |
| 3Y | +191.7% | +31.2% | +160.5% | +124.3% |
| 5Y | +549.2% | +53.4% | +495.9% | +313.2% |
| 10Y | +1,106.2% | +55.5% | +1,050.7% | +614.1% |
| All | +1,106.2% | +56.1% | +1,050.2% | +614.1% |
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