+272.5%
PM vs OMC
+53.0%
+219.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.8% |
| 7D | +0.5% | +1.9% | -1.3% | 0.0% |
| 30D | -3.2% | +12.2% | -15.4% | -6.2% |
| 3M | +6.2% | +0.6% | +5.6% | +5.8% |
| 6M | +7.7% | +21.0% | -13.3% | +1.9% |
| YTD | +27.3% | +12.4% | +14.9% | +21.8% |
| 1Y | +32.8% | +25.4% | +7.4% | +22.9% |
| 3Y | +150.0% | +29.2% | +120.8% | +121.7% |
| 5Y | +164.2% | +52.6% | +111.6% | +113.1% |
| All | +272.5% | +53.0% | +219.5% | +174.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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