+10.5%
MCD vs OVV
+34.1%
-23.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.6% |
| 7D | +7.1% | -16.7% | +23.8% | +6.9% |
| 30D | +19.8% | -1.5% | +21.3% | +19.6% |
| 3M | +0.8% | +1.6% | -0.8% | +0.7% |
| 6M | -1.3% | +2.0% | -3.3% | -1.4% |
| YTD | -7.8% | +56.8% | -64.6% | -8.7% |
| 1Y | -5.0% | +64.8% | -69.8% | -6.0% |
| 3Y | +10.5% | +38.3% | -27.7% | +8.0% |
| All | +10.5% | +34.1% | -23.6% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling