+199.8%
MPC vs OMC
+29.7%
+170.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.2% |
| 7D | +11.2% | +1.9% | +9.4% | +10.9% |
| 30D | -14.5% | +12.2% | -26.7% | -16.2% |
| 3M | +16.7% | +0.6% | +16.1% | +16.4% |
| 6M | +67.6% | +21.0% | +46.6% | +60.6% |
| YTD | +157.9% | +12.4% | +145.6% | +150.6% |
| 1Y | +116.7% | +25.4% | +91.2% | +102.4% |
| 3Y | +199.8% | +29.2% | +170.6% | +150.0% |
| All | +199.8% | +29.7% | +170.1% | +150.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling