+5,947.5%
OMC vs VMC
+3,246.6%
+2,700.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.8% |
| 7D | -6.4% | -4.3% | -2.1% | -5.1% |
| 30D | +1.1% | -8.2% | +9.4% | +3.9% |
| 3M | +10.4% | -7.0% | +17.5% | +12.8% |
| 6M | -1.7% | -10.8% | +9.1% | +1.5% |
| YTD | +4.4% | -7.4% | +11.8% | +6.1% |
| 1Y | +8.4% | -9.5% | +17.9% | +10.8% |
| 3Y | +14.4% | +20.5% | -6.1% | +5.2% |
| 5Y | +33.9% | +51.6% | -17.7% | +13.0% |
| 10Y | +34.9% | +150.0% | -115.2% | -8.6% |
| All | +5,947.5% | +3,246.6% | +2,700.9% | +1,625.8% |
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