+106,206.6%
MU vs OMC
+6,006.3%
+100,200.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.5% | +8.6% | +7.5% |
| 7D | +9.0% | -6.4% | +15.4% | +12.7% |
| 30D | +13.8% | +1.1% | +12.7% | +12.4% |
| 3M | +2.1% | +10.4% | -8.3% | -6.4% |
| 6M | +153.8% | -1.7% | +155.5% | +146.3% |
| YTD | +256.4% | +4.4% | +251.9% | +225.9% |
| 1Y | +719.8% | +8.4% | +711.3% | +621.8% |
| 3Y | +1,360.4% | +14.4% | +1,346.0% | +1,118.3% |
| 5Y | +1,312.4% | +33.9% | +1,278.6% | +956.2% |
| 10Y | +6,142.6% | +34.9% | +6,107.7% | +4,238.8% |
| All | +106,206.6% | +6,006.3% | +100,200.4% | +19,166.3% |
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