+2,968.0%
MPC vs OMC
+202.4%
+2,765.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.7% |
| 7D | -16.2% | +6.3% | -22.5% | -19.5% |
| 30D | -15.7% | +15.4% | -31.1% | -23.0% |
| 3M | +24.9% | +5.8% | +19.1% | +19.3% |
| 6M | +52.7% | +14.7% | +38.0% | +36.9% |
| YTD | +131.9% | +10.3% | +121.6% | +106.5% |
| 1Y | +96.6% | +23.2% | +73.4% | +61.8% |
| 3Y | +163.8% | +24.6% | +139.2% | +104.1% |
| 5Y | +533.1% | +50.1% | +483.0% | +295.2% |
| 10Y | +1,118.6% | +54.3% | +1,064.4% | +609.3% |
| All | +2,968.0% | +202.4% | +2,765.6% | +827.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling