+1,597.6%
MCD vs OVV
+162.8%
+1,434.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.4% |
| 7D | -2.8% | +0.3% | -3.1% | -2.9% |
| 30D | -6.0% | +11.7% | -17.8% | -7.0% |
| 3M | -5.6% | +9.8% | -15.4% | -6.6% |
| 6M | -21.9% | +26.6% | -48.4% | -23.8% |
| YTD | -14.7% | +67.0% | -81.7% | -19.0% |
| 1Y | -17.3% | +55.9% | -73.2% | -21.1% |
| 3Y | -2.2% | +45.5% | -47.7% | -7.4% |
| 5Y | +20.3% | +157.3% | -137.1% | +4.3% |
| 10Y | +180.7% | +65.0% | +115.7% | +112.4% |
| All | +1,597.6% | +162.8% | +1,434.9% | +1,075.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling