+205.0%
OMC vs MUB
+76.5%
+128.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +1.9% | -1.3% | +3.1% | +2.5% |
| 30D | +12.2% | +2.2% | +10.0% | +11.1% |
| 3M | +0.6% | -1.6% | +2.2% | +1.4% |
| 6M | +21.0% | -1.3% | +22.3% | +21.8% |
| YTD | +12.4% | -0.7% | +13.0% | +12.8% |
| 1Y | +25.4% | -0.2% | +25.6% | +25.7% |
| 3Y | +29.2% | +9.6% | +19.6% | +24.7% |
| 5Y | +52.6% | +2.6% | +50.0% | +50.7% |
| 10Y | +53.6% | +21.5% | +32.2% | +47.3% |
| All | +205.0% | +76.5% | +128.6% | +155.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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