+136.1%
MCHP vs OVV
+57.6%
+78.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.6% |
| 7D | -4.3% | +6.5% | -10.8% | -5.6% |
| 30D | -16.3% | -2.7% | -13.6% | -15.9% |
| 3M | -21.4% | +3.1% | -24.5% | -22.2% |
| 6M | -35.8% | +12.8% | -48.6% | -38.1% |
| YTD | -0.9% | +68.1% | -69.0% | -13.7% |
| 1Y | +14.5% | +73.6% | -59.1% | -1.1% |
| 3Y | -13.7% | +57.6% | -71.3% | -24.2% |
| 5Y | -16.9% | +104.5% | -121.5% | -33.1% |
| All | +136.1% | +57.6% | +78.4% | +40.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling