+22.6%
MCD vs OVV
+88.6%
-65.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.7% |
| 7D | +8.0% | -14.9% | +22.9% | +8.3% |
| 30D | +19.6% | -0.9% | +20.5% | +19.5% |
| 3M | +2.2% | +5.6% | -3.4% | +2.0% |
| 6M | -1.1% | -2.5% | +1.3% | -1.2% |
| YTD | -7.2% | +57.8% | -65.1% | -8.9% |
| 1Y | -6.7% | +70.1% | -76.8% | -8.6% |
| 3Y | +11.6% | +35.1% | -23.5% | +9.5% |
| 5Y | +22.6% | +86.1% | -63.4% | +15.9% |
| All | +22.6% | +88.6% | -65.9% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling