+57.0%
OMC vs M
-3.0%
+60.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +6.8% | +5.0% | +1.8% | +5.7% |
| 30D | +16.2% | +10.6% | +5.5% | +13.7% |
| 3M | +6.0% | +1.6% | +4.4% | +5.4% |
| 6M | +17.7% | +30.8% | -13.1% | +10.6% |
| YTD | +13.5% | +16.9% | -3.4% | +8.3% |
| 1Y | +27.2% | +26.3% | +0.9% | +19.2% |
| 3Y | +30.4% | +158.6% | -128.2% | -0.3% |
| 5Y | +53.5% | +2.1% | +51.4% | +35.4% |
| 10Y | +57.0% | -4.3% | +61.3% | +4.8% |
| All | +57.0% | -3.0% | +60.0% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling