+25.4%
OMC vs VMC
-5.0%
+30.4%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | +1.9% | -1.3% | +3.1% | +2.3% |
| 30D | +12.2% | +15.5% | -3.3% | +8.1% |
| 3M | +0.6% | +0.6% | 0.0% | +0.2% |
| 6M | +21.0% | +2.1% | +18.9% | +20.3% |
| YTD | +12.4% | -1.6% | +13.9% | +14.5% |
| 1Y | +25.4% | -1.2% | +26.6% | +26.9% |
| All | +25.4% | -5.0% | +30.4% | +26.9% |
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 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