+32.3%
OMC vs M
-7.1%
+39.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.2% | +0.7% | -2.6% |
| 7D | -4.2% | -4.1% | -0.2% | -3.4% |
| 30D | -7.5% | -13.6% | +6.1% | -4.8% |
| 3M | +4.6% | -2.3% | +6.9% | +4.8% |
| 6M | -4.8% | +21.9% | -26.7% | -9.3% |
| YTD | -1.0% | -0.6% | -0.4% | -2.2% |
| 1Y | +3.8% | +29.7% | -25.9% | -3.3% |
| 3Y | +10.2% | +107.3% | -97.1% | -11.7% |
| 5Y | +29.7% | +20.5% | +9.2% | +9.2% |
| 10Y | +32.3% | -6.1% | +38.4% | -11.7% |
| All | +32.3% | -7.1% | +39.4% | -11.7% |
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