+29.7%
OMC vs VMC
+48.3%
-18.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.3% | -0.2% | -2.2% |
| 7D | -4.2% | -5.3% | +1.1% | -2.1% |
| 30D | -7.5% | -12.3% | +4.8% | -2.5% |
| 3M | +4.6% | -10.3% | +14.9% | +9.0% |
| 6M | -4.8% | -8.6% | +3.7% | -2.1% |
| YTD | -1.0% | -11.9% | +10.9% | +2.7% |
| 1Y | +3.8% | -13.9% | +17.8% | +8.7% |
| 3Y | +10.2% | +18.2% | -8.0% | -1.8% |
| 5Y | +29.7% | +47.7% | -18.0% | +1.1% |
| All | +29.7% | +48.3% | -18.5% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling