+0.5%
MCHP vs OVV
+47.2%
-46.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -0.7% |
| 7D | +2.8% | -3.7% | +6.5% | +4.2% |
| 30D | -12.8% | +8.0% | -20.8% | -15.6% |
| 3M | -19.2% | +11.3% | -30.5% | -23.6% |
| 6M | +14.5% | +24.0% | -9.5% | +1.3% |
| YTD | +17.1% | +65.3% | -48.2% | -11.6% |
| 1Y | +15.3% | +60.2% | -44.8% | -12.2% |
| 3Y | +0.5% | +46.9% | -46.5% | -24.9% |
| All | +0.5% | +47.2% | -46.8% | -24.9% |
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 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