+180.6%
MPC vs OMC
+15.0%
+165.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.7% |
| 7D | +5.4% | -6.4% | +11.9% | +6.6% |
| 30D | +31.0% | +1.1% | +29.9% | +30.6% |
| 3M | +46.0% | +10.4% | +35.6% | +42.5% |
| 6M | +77.3% | -1.7% | +79.0% | +77.1% |
| YTD | +141.9% | +4.4% | +137.5% | +138.2% |
| 1Y | +120.9% | +8.4% | +112.5% | +114.0% |
| All | +180.6% | +15.0% | +165.7% | +160.1% |
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 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