+906.3%
MCHP vs OVV
+162.8%
+743.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.2% | +1.8% |
| 7D | +1.7% | +0.3% | +1.4% | +1.6% |
| 30D | -4.1% | +11.7% | -15.8% | -6.7% |
| 3M | -22.5% | +9.8% | -32.3% | -24.6% |
| 6M | +7.3% | +26.6% | -19.3% | +0.4% |
| YTD | +18.4% | +67.0% | -48.6% | +3.5% |
| 1Y | +18.1% | +55.9% | -37.8% | +4.6% |
| 3Y | -2.8% | +45.5% | -48.3% | -13.1% |
| 5Y | +5.5% | +157.3% | -151.9% | -19.9% |
| 10Y | +185.8% | +65.0% | +120.8% | +77.4% |
| All | +906.3% | +162.8% | +743.5% | +299.9% |
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 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