+245.5%
OMC vs MKTX
+1,445.1%
-1,199.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -4.2% | +0.3% | -4.5% | -4.3% |
| 30D | -7.5% | +1.0% | -8.5% | -7.6% |
| 3M | +4.6% | +40.8% | -36.2% | -2.2% |
| 6M | -4.8% | -10.9% | +6.1% | -3.9% |
| YTD | -1.0% | -8.6% | +7.6% | -0.4% |
| 1Y | +3.8% | -11.6% | +15.4% | +4.9% |
| 3Y | +10.2% | -24.5% | +34.7% | +12.4% |
| 5Y | +29.7% | -60.7% | +90.4% | +45.3% |
| 10Y | +32.3% | +5.1% | +27.2% | +17.8% |
| All | +245.5% | +1,445.1% | -1,199.5% | +68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling