+537.5%
MAR vs OVV
+46.5%
+491.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.8% | +0.8% | +2.3% |
| 7D | +2.9% | -7.3% | +10.1% | +4.3% |
| 30D | +17.0% | -3.6% | +20.6% | +17.6% |
| 3M | +23.2% | -2.6% | +25.8% | +23.3% |
| 6M | +21.7% | +7.6% | +14.2% | +18.8% |
| YTD | +38.9% | +59.6% | -20.7% | +24.0% |
| 1Y | +48.7% | +62.2% | -13.5% | +32.1% |
| 3Y | +122.9% | +49.6% | +73.3% | +97.0% |
| 5Y | +177.5% | +98.9% | +78.5% | +121.3% |
| 10Y | +537.5% | +45.1% | +492.4% | +297.9% |
| All | +537.5% | +46.5% | +491.0% | +297.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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