+821.1%
PM vs OMC
+262.5%
+558.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.5% | -4.9% | -3.2% |
| 7D | -7.3% | +5.4% | -12.7% | -8.9% |
| 30D | -4.0% | +15.7% | -19.7% | -8.6% |
| 3M | +2.7% | +4.9% | -2.1% | +0.8% |
| 6M | +14.9% | +17.3% | -2.4% | +8.1% |
| YTD | +23.5% | +13.0% | +10.5% | +16.5% |
| 1Y | +30.4% | +24.1% | +6.3% | +18.7% |
| 3Y | +143.2% | +31.2% | +112.0% | +109.4% |
| 5Y | +159.5% | +53.4% | +106.1% | +103.3% |
| 10Y | +234.7% | +55.5% | +179.1% | +145.7% |
| All | +821.1% | +262.5% | +558.5% | +347.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling