+35.1%
OMC vs M
+27.3%
+7.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -2.9% |
| 7D | -6.4% | +4.7% | -11.1% | -7.2% |
| 30D | +1.1% | -9.6% | +10.8% | +2.8% |
| 3M | +10.4% | +0.9% | +9.6% | +9.9% |
| 6M | -1.7% | +22.3% | -24.0% | -5.6% |
| YTD | +4.4% | +6.5% | -2.1% | +2.3% |
| 1Y | +8.4% | +38.8% | -30.3% | +0.8% |
| 3Y | +14.4% | +115.9% | -101.5% | -6.7% |
| All | +35.1% | +27.3% | +7.8% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling