+893.4%
MU vs OMC
+53.7%
+839.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.5% | +3.8% | +5.6% |
| 7D | -12.0% | +5.4% | -17.4% | -13.4% |
| 30D | -28.7% | +15.7% | -44.5% | -32.0% |
| 3M | -16.4% | +4.9% | -21.3% | -18.2% |
| 6M | -1.8% | +17.3% | -19.1% | -9.4% |
| YTD | +157.1% | +13.0% | +144.0% | +137.7% |
| 1Y | +208.5% | +24.1% | +184.4% | +169.6% |
| 3Y | +906.2% | +31.2% | +874.9% | +706.6% |
| 5Y | +893.4% | +53.4% | +840.0% | +650.4% |
| All | +893.4% | +53.7% | +839.7% | +650.4% |
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