+21.6%
MCD vs OVV
+160.2%
-138.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.5% |
| 7D | -2.8% | +0.3% | -3.1% | -2.8% |
| 30D | -6.0% | +11.7% | -17.8% | -6.3% |
| 3M | -5.6% | +9.8% | -15.4% | -5.8% |
| 6M | -21.9% | +26.6% | -48.4% | -22.5% |
| YTD | -14.7% | +67.0% | -81.7% | -16.3% |
| 1Y | -17.3% | +55.9% | -73.2% | -18.6% |
| 3Y | -2.2% | +45.5% | -47.7% | -4.1% |
| All | +21.6% | +160.2% | -138.6% | +10.9% |
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