+8.4%
OMC vs VMC
-8.5%
+17.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.7% |
| 7D | -6.4% | -4.3% | -2.1% | -5.3% |
| 30D | +1.1% | -8.2% | +9.4% | +3.4% |
| 3M | +10.4% | -7.0% | +17.5% | +12.4% |
| 6M | -1.7% | -10.8% | +9.1% | +0.6% |
| YTD | +4.4% | -7.4% | +11.8% | +6.0% |
| 1Y | +8.4% | -9.5% | +17.9% | +10.0% |
| All | +8.4% | -8.5% | +17.0% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling