+2,219.8%
OMC vs MDY
+2,644.5%
-424.7%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.3% |
| 7D | -5.8% | +1.0% | -6.8% | -6.5% |
| 30D | -4.8% | -3.1% | -1.7% | -2.4% |
| 3M | +9.2% | +1.8% | +7.4% | +7.5% |
| 6M | -2.5% | +10.8% | -13.3% | -10.6% |
| YTD | +2.6% | +14.4% | -11.9% | -8.5% |
| 1Y | +5.9% | +15.2% | -9.3% | -6.2% |
| 3Y | +14.2% | +51.2% | -37.0% | -19.2% |
| 5Y | +33.2% | +47.2% | -14.0% | -4.3% |
| 10Y | +33.4% | +171.1% | -137.7% | -42.2% |
| All | +2,219.8% | +2,644.5% | -424.7% | +76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling