+6,406.1%
OMC vs VMC
+3,457.0%
+2,949.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.9% |
| 3M | +0.6% | +0.6% | 0.0% | +0.3% |
| 6M | +21.0% | +2.1% | +18.9% | +19.6% |
| YTD | +12.4% | -1.6% | +13.9% | +11.8% |
| 1Y | +25.4% | -1.2% | +26.6% | +24.5% |
| 3Y | +29.2% | +35.3% | -6.1% | +14.5% |
| 5Y | +52.6% | +43.6% | +9.0% | +31.3% |
| 10Y | +53.6% | +126.7% | -73.1% | +7.7% |
| All | +6,406.1% | +3,457.0% | +2,949.1% | +1,718.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling