+3,891.4%
OMC vs M
+396.5%
+3,494.8%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -3.1% |
| 7D | -6.4% | +4.7% | -11.1% | -7.5% |
| 30D | +1.1% | -9.6% | +10.8% | +3.5% |
| 3M | +10.4% | +0.9% | +9.6% | +9.7% |
| 6M | -1.7% | +22.3% | -24.0% | -7.2% |
| YTD | +4.4% | +6.5% | -2.1% | +1.3% |
| 1Y | +8.4% | +38.8% | -30.3% | -1.9% |
| 3Y | +14.4% | +115.9% | -101.5% | -12.2% |
| 5Y | +33.9% | +28.6% | +5.2% | +8.0% |
| 10Y | +34.9% | -2.5% | +37.4% | -3.3% |
| All | +3,891.4% | +396.5% | +3,494.8% | +1,570.3% |
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