+31.1%
OMC vs MKC
+29.9%
+1.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -4.4% | -1.5% | -2.9% | -3.9% |
| 30D | -7.6% | -3.1% | -4.5% | -6.7% |
| 3M | +4.5% | +5.2% | -0.7% | +2.9% |
| 6M | -0.3% | -12.8% | +12.6% | +3.5% |
| YTD | -0.1% | -23.3% | +23.2% | +7.0% |
| 1Y | +4.6% | -24.1% | +28.7% | +12.3% |
| 3Y | +10.5% | -32.1% | +42.6% | +21.6% |
| 5Y | +31.7% | -32.8% | +64.5% | +43.1% |
| All | +31.1% | +29.9% | +1.2% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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