+5,838.5%
OMC vs MKC
+3,364.7%
+2,473.7%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -5.8% | -4.3% | -1.4% | -4.7% |
| 30D | -4.8% | -2.0% | -2.8% | -4.3% |
| 3M | +9.2% | +10.0% | -0.8% | +6.5% |
| 6M | -2.5% | -18.5% | +16.0% | +2.3% |
| YTD | +2.6% | -22.4% | +25.0% | +8.4% |
| 1Y | +5.9% | -23.6% | +29.6% | +12.3% |
| 3Y | +14.2% | -30.4% | +44.6% | +22.9% |
| 5Y | +33.2% | -34.2% | +67.4% | +43.9% |
| 10Y | +33.4% | +26.8% | +6.6% | +20.2% |
| All | +5,838.5% | +3,364.7% | +2,473.7% | +2,991.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling