+5,947.5%
OMC vs MTB
+8,294.1%
-2,346.5%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -6.4% | +1.7% | -8.1% | -7.1% |
| 30D | +1.1% | -4.2% | +5.3% | +2.7% |
| 3M | +10.4% | +8.9% | +1.5% | +6.8% |
| 6M | -1.7% | +10.9% | -12.6% | -5.7% |
| YTD | +4.4% | +21.5% | -17.0% | -3.7% |
| 1Y | +8.4% | +21.9% | -13.5% | -0.3% |
| 3Y | +14.4% | +109.2% | -94.9% | -16.3% |
| 5Y | +33.9% | +102.0% | -68.1% | -3.8% |
| 10Y | +34.9% | +171.9% | -137.1% | -17.2% |
| All | +5,947.5% | +8,294.1% | -2,346.5% | +995.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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