-17.3%
MCHP vs OVV
+85.0%
-102.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.4% | +5.4% |
| 7D | -19.2% | -10.7% | -8.5% | -16.3% |
| 30D | -18.6% | -5.3% | -13.3% | -17.4% |
| 3M | -26.9% | +2.4% | -29.3% | -28.0% |
| 6M | -37.2% | +5.7% | -42.9% | -39.4% |
| YTD | -1.8% | +56.8% | -58.6% | -18.6% |
| 1Y | +12.1% | +59.3% | -47.1% | -7.8% |
| 3Y | -10.0% | +49.0% | -59.0% | -25.7% |
| 5Y | -17.3% | +88.1% | -105.4% | -38.6% |
| All | -17.3% | +85.0% | -102.3% | -38.6% |
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