+30.2%
OMC vs MKTX
-60.5%
+90.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.8% |
| 6M | -0.3% | -8.0% | +7.7% | +1.5% |
| YTD | -0.1% | -8.7% | +8.6% | +1.7% |
| 1Y | +4.6% | -11.8% | +16.5% | +7.1% |
| 3Y | +10.5% | -24.0% | +34.5% | +13.5% |
| All | +30.2% | -60.5% | +90.7% | +44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling