+4,219.4%
OMC vs M
+442.1%
+3,777.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.1% | -5.6% | +0.5% |
| 7D | +5.4% | +2.5% | +2.8% | +4.6% |
| 30D | +15.7% | +10.1% | +5.7% | +13.0% |
| 3M | +4.9% | -0.9% | +5.8% | +4.7% |
| 6M | +17.3% | +30.2% | -12.9% | +9.1% |
| YTD | +13.0% | +16.3% | -3.3% | +7.0% |
| 1Y | +24.1% | +27.0% | -2.9% | +14.8% |
| 3Y | +31.2% | +154.5% | -123.3% | -3.3% |
| 5Y | +53.4% | -1.1% | +54.4% | +33.3% |
| 10Y | +55.5% | +0.5% | +55.0% | +10.7% |
| All | +4,219.4% | +442.1% | +3,777.3% | +1,665.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling