-5.0%
MCD vs OVV
+67.1%
-72.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.6% |
| 7D | +7.1% | -16.7% | +23.8% | +5.8% |
| 30D | +19.8% | -1.5% | +21.3% | +19.1% |
| 3M | +0.8% | +1.6% | -0.8% | +0.6% |
| 6M | -1.3% | +2.0% | -3.3% | -1.2% |
| YTD | -7.8% | +56.8% | -64.6% | -10.7% |
| 1Y | -5.0% | +64.8% | -69.8% | -8.7% |
| All | -5.0% | +67.1% | -72.0% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling