+31.1%
OMC vs MDY
+177.2%
-146.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.2% |
| 7D | -4.4% | -1.9% | -2.5% | -2.9% |
| 30D | -7.6% | -4.6% | -3.0% | -4.1% |
| 3M | +4.5% | -1.2% | +5.8% | +5.4% |
| 6M | -0.3% | +9.2% | -9.5% | -7.6% |
| YTD | -0.1% | +13.1% | -13.2% | -10.1% |
| 1Y | +4.6% | +13.0% | -8.4% | -6.1% |
| 3Y | +10.5% | +49.2% | -38.7% | -21.5% |
| 5Y | +31.7% | +47.2% | -15.5% | -6.2% |
| All | +31.1% | +177.2% | -146.1% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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