+601.0%
MPC vs OMC
+52.4%
+548.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.1% |
| 7D | +11.2% | +1.9% | +9.4% | +10.8% |
| 30D | -14.5% | +12.2% | -26.7% | -17.1% |
| 3M | +16.7% | +0.6% | +16.1% | +16.1% |
| 6M | +67.6% | +21.0% | +46.6% | +57.8% |
| YTD | +157.9% | +12.4% | +145.6% | +146.0% |
| 1Y | +116.7% | +25.4% | +91.2% | +98.2% |
| 3Y | +199.8% | +29.2% | +170.6% | +163.7% |
| All | +601.0% | +52.4% | +548.6% | +395.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling