+282.4%
MXL vs OMC
+225.2%
+57.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -3.5% | +11.0% | +9.3% |
| 7D | +19.0% | -4.2% | +23.2% | +21.2% |
| 30D | +4.5% | -7.5% | +12.0% | +7.8% |
| 3M | -1.5% | +4.6% | -6.2% | -8.2% |
| 6M | +348.6% | -4.8% | +353.5% | +336.6% |
| YTD | +310.3% | -1.0% | +311.3% | +281.8% |
| 1Y | +344.7% | +3.8% | +340.9% | +295.8% |
| 3Y | +211.2% | +10.2% | +201.0% | +154.8% |
| 5Y | +34.8% | +29.7% | +5.1% | -2.5% |
| 10Y | +286.5% | +32.3% | +254.2% | +154.1% |
| All | +282.4% | +225.2% | +57.2% | +13.2% |
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