+31.1%
OMC vs MKTX
+5.0%
+26.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -4.4% | -0.2% | -4.1% | -4.3% |
| 30D | -7.6% | +0.7% | -8.3% | -7.7% |
| 3M | +4.5% | +40.8% | -36.3% | -0.6% |
| 6M | -0.3% | -8.0% | +7.7% | +0.6% |
| YTD | -0.1% | -8.7% | +8.6% | +0.8% |
| 1Y | +4.6% | -11.8% | +16.5% | +6.0% |
| 3Y | +10.5% | -24.0% | +34.5% | +12.6% |
| 5Y | +31.7% | -60.3% | +92.0% | +42.1% |
| All | +31.1% | +5.0% | +26.0% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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