+31.8%
OMC vs VMC
+154.4%
-122.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | -6.2% | -3.7% | -2.5% | -4.9% |
| 30D | -7.6% | -12.8% | +5.2% | -3.0% |
| 3M | +7.4% | -7.9% | +15.3% | +10.4% |
| 6M | +0.1% | -7.5% | +7.7% | +2.3% |
| YTD | +0.4% | -11.6% | +12.1% | +3.9% |
| 1Y | +7.8% | -14.3% | +22.0% | +12.5% |
| 3Y | +11.8% | +18.5% | -6.7% | +2.5% |
| 5Y | +32.5% | +46.8% | -14.3% | +10.9% |
| All | +31.8% | +154.4% | -122.6% | -9.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling